+343.3%
CMI vs DBX
+22.6%
+320.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +1.0% |
| 7D | -0.7% | +2.1% | -2.8% | -1.0% |
| 30D | -12.4% | +5.7% | -18.1% | -13.3% |
| 3M | -14.8% | +31.8% | -46.6% | -19.0% |
| 6M | +0.8% | +37.5% | -36.7% | -5.8% |
| YTD | +10.2% | +27.9% | -17.7% | +4.3% |
| 1Y | +37.4% | +15.0% | +22.4% | +32.4% |
| 3Y | +153.3% | +27.2% | +126.1% | +134.5% |
| 5Y | +167.6% | +12.8% | +154.8% | +147.4% |
| All | +343.3% | +22.6% | +320.7% | +264.8% |
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