-7.3%
CMG vs DBX
+25.2%
-32.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.1% |
| 7D | -3.8% | -1.8% | -2.0% | -3.6% |
| 30D | +12.9% | +2.8% | +10.1% | +12.3% |
| 3M | +18.8% | +26.8% | -8.0% | +13.7% |
| 6M | +4.1% | +32.8% | -28.7% | -1.5% |
| YTD | -2.4% | +26.1% | -28.4% | -6.8% |
| 1Y | -6.7% | +14.1% | -20.8% | -9.5% |
| All | -7.3% | +25.2% | -32.5% | -13.1% |
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