+65.3%
CME vs DBX
+25.2%
+40.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +2.1% |
| 7D | +2.5% | -8.1% | +10.6% | +2.6% |
| 30D | +13.9% | -4.9% | +18.8% | +14.1% |
| 3M | +22.4% | -2.7% | +25.1% | +22.5% |
| 6M | +12.9% | +25.2% | -12.3% | +13.2% |
| YTD | +19.6% | +19.3% | +0.3% | +19.7% |
| 1Y | +17.7% | +6.6% | +11.1% | +17.4% |
| All | +65.3% | +25.2% | +40.2% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling