+48.9%
CNH vs DBX
+20.9%
+28.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.2% |
| 7D | -2.5% | -1.8% | -0.6% | -2.0% |
| 30D | +27.0% | +2.8% | +24.2% | +25.9% |
| 3M | +32.6% | +26.8% | +5.8% | +24.5% |
| 6M | +23.6% | +32.8% | -9.2% | +13.3% |
| YTD | +47.8% | +26.1% | +21.8% | +37.2% |
| 1Y | +21.3% | +14.1% | +7.1% | +15.0% |
| 3Y | +7.0% | +25.7% | -18.8% | -3.6% |
| 5Y | +10.2% | +11.2% | -1.0% | -0.4% |
| All | +48.9% | +20.9% | +28.0% | +14.2% |
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