+28.0%
CNH vs DBX
+20.4%
+7.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.5% | +3.6% |
| 7D | +23.3% | -2.4% | +25.7% | +22.8% |
| 30D | +33.5% | -0.5% | +33.9% | +33.5% |
| 3M | +32.7% | +28.1% | +4.7% | +39.6% |
| 6M | +22.2% | +33.1% | -10.9% | +32.0% |
| YTD | +57.7% | +25.3% | +32.4% | +69.1% |
| 1Y | +28.0% | +18.3% | +9.6% | +37.6% |
| All | +28.0% | +20.4% | +7.5% | +37.6% |
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