+140.0%
CME vs DBX
+20.1%
+119.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | 0.0% |
| 7D | -1.6% | -2.4% | +0.9% | -1.3% |
| 30D | +6.2% | -0.5% | +6.7% | +6.2% |
| 3M | +10.4% | +28.1% | -17.6% | +7.1% |
| 6M | -9.5% | +33.1% | -42.6% | -13.0% |
| YTD | +6.0% | +25.3% | -19.3% | +2.6% |
| 1Y | +9.3% | +18.3% | -9.1% | +6.4% |
| 3Y | +57.7% | +25.0% | +32.6% | +49.7% |
| 5Y | +77.7% | +7.5% | +70.2% | +69.4% |
| All | +140.0% | +20.1% | +119.9% | +103.3% |
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