+165.0%
CMI vs DBX
+11.7%
+153.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.1% |
| 3M | -14.8% | +31.8% | -46.6% | -18.3% |
| 6M | +0.8% | +37.5% | -36.7% | -4.9% |
| YTD | +10.2% | +27.9% | -17.7% | +5.4% |
| 1Y | +37.4% | +15.0% | +22.4% | +34.2% |
| 3Y | +153.3% | +27.2% | +126.1% | +134.8% |
| All | +165.0% | +11.7% | +153.3% | +131.2% |
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