+170.7%
CME vs DBX
+14.3%
+156.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +1.9% |
| 7D | +2.5% | -8.1% | +10.6% | +3.5% |
| 30D | +13.9% | -4.9% | +18.8% | +14.6% |
| 3M | +22.4% | -2.7% | +25.1% | +22.6% |
| 6M | +12.9% | +25.2% | -12.3% | +9.6% |
| YTD | +19.6% | +19.3% | +0.3% | +16.4% |
| 1Y | +17.7% | +6.6% | +11.1% | +16.0% |
| 3Y | +65.3% | +24.6% | +40.7% | +56.7% |
| 5Y | +75.1% | +23.5% | +51.6% | +63.6% |
| All | +170.7% | +14.3% | +156.4% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling