-5.1%
CMS vs DBX
+38.5%
-43.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.2% |
| 7D | -1.3% | -4.4% | +3.1% | -1.4% |
| 30D | +6.3% | +4.8% | +1.5% | +6.5% |
| 3M | -2.1% | +0.3% | -2.4% | -1.9% |
| 6M | -5.1% | +40.4% | -45.5% | -2.4% |
| All | -5.1% | +38.5% | -43.6% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling