+75.3%
CME vs DBX
+8.9%
+66.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +4.2% | 0.0% | +4.2% | +4.1% |
| 3M | +7.3% | +26.1% | -18.8% | +5.2% |
| 6M | -11.4% | +29.4% | -40.8% | -13.6% |
| YTD | +3.5% | +24.4% | -20.9% | +1.3% |
| 1Y | +8.6% | +10.9% | -2.3% | +7.2% |
| 3Y | +51.6% | +24.1% | +27.5% | +45.4% |
| 5Y | +75.3% | +7.8% | +67.5% | +68.6% |
| All | +75.3% | +8.9% | +66.4% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling