-3.1%
CMS vs DBX
+4.4%
-7.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +0.3% |
| 7D | -0.9% | -8.6% | +7.7% | -1.2% |
| 30D | +7.1% | -5.2% | +12.2% | +6.9% |
| 3M | -1.3% | -6.4% | +5.1% | -1.4% |
| 6M | -2.7% | +12.7% | -15.4% | -1.6% |
| YTD | +2.6% | +17.2% | -14.6% | +5.4% |
| All | -3.1% | +4.4% | -7.5% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling