+461.6%
CMG vs DBX
+22.6%
+439.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -2.1% | +2.1% | -4.2% | -2.6% |
| 30D | +10.9% | +5.7% | +5.2% | +9.0% |
| 3M | +15.8% | +31.8% | -16.0% | +6.6% |
| 6M | +6.9% | +37.5% | -30.5% | -3.7% |
| YTD | -2.2% | +27.9% | -30.1% | -10.1% |
| 1Y | -7.1% | +15.0% | -22.1% | -12.4% |
| 3Y | -7.1% | +27.2% | -34.3% | -17.5% |
| 5Y | -4.8% | +12.8% | -17.6% | -15.1% |
| All | +461.6% | +22.6% | +439.0% | +329.6% |
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 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