-3.1%
CMG vs DBX
+11.7%
-14.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -2.1% | +2.1% | -4.2% | -2.7% |
| 30D | +10.9% | +5.7% | +5.2% | +8.7% |
| 3M | +15.8% | +31.8% | -16.0% | +5.2% |
| 6M | +6.9% | +37.5% | -30.5% | -5.3% |
| YTD | -2.2% | +27.9% | -30.1% | -11.2% |
| 1Y | -7.1% | +15.0% | -22.1% | -12.9% |
| 3Y | -7.1% | +27.2% | -34.3% | -20.2% |
| All | -3.1% | +11.7% | -14.8% | -20.9% |
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