+104.7%
CMS vs DBX
+16.6%
+88.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | +1.2% | -1.3% | +2.5% | +1.3% |
| 30D | -3.2% | -2.9% | -0.3% | -3.1% |
| 3M | -2.2% | +23.8% | -26.1% | -3.0% |
| 6M | -9.4% | +26.2% | -35.6% | -10.4% |
| YTD | +0.7% | +21.6% | -20.9% | -0.2% |
| 1Y | +0.4% | +11.4% | -11.1% | -0.2% |
| 3Y | +35.2% | +21.3% | +13.9% | +33.1% |
| 5Y | +24.1% | +6.7% | +17.5% | +21.9% |
| All | +104.7% | +16.6% | +88.1% | +91.4% |
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