+473.4%
CMG vs DBX
+16.6%
+456.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.8% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | +12.7% | -2.9% | +15.6% | +13.3% |
| 3M | +26.3% | +23.8% | +2.4% | +18.1% |
| 6M | +4.5% | +26.2% | -21.7% | -3.6% |
| YTD | -0.1% | +21.6% | -21.7% | -7.0% |
| 1Y | -6.8% | +11.4% | -18.2% | -11.4% |
| 3Y | -5.0% | +21.3% | -26.3% | -14.5% |
| 5Y | -3.0% | +6.7% | -9.7% | -12.2% |
| All | +473.4% | +16.6% | +456.8% | +344.7% |
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