+134.9%
CME vs DBX
+20.9%
+114.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.4% |
| 7D | -2.4% | -1.8% | -0.6% | -2.2% |
| 30D | +6.2% | +2.8% | +3.3% | +5.8% |
| 3M | +4.4% | +26.8% | -22.4% | +1.4% |
| 6M | -9.6% | +32.8% | -42.4% | -13.1% |
| YTD | +3.8% | +26.1% | -22.3% | +0.4% |
| 1Y | +9.5% | +14.1% | -4.6% | +7.1% |
| 3Y | +51.9% | +25.7% | +26.2% | +44.1% |
| 5Y | +78.7% | +11.2% | +67.5% | +69.5% |
| All | +134.9% | +20.9% | +114.1% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling