+103.8%
CMS vs DBX
+20.1%
+83.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +0.4% | -2.4% | +2.8% | +0.5% |
| 30D | -3.6% | -0.5% | -3.1% | -3.6% |
| 3M | -1.9% | +28.1% | -30.0% | -2.9% |
| 6M | -11.0% | +33.1% | -44.1% | -12.1% |
| YTD | +0.2% | +25.3% | -25.1% | -0.8% |
| 1Y | -1.3% | +18.3% | -19.7% | -2.1% |
| 3Y | +35.9% | +25.0% | +10.9% | +33.7% |
| 5Y | +23.1% | +7.5% | +15.6% | +20.9% |
| All | +103.8% | +20.1% | +83.6% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling