+23.9%
CNH vs DBX
+12.9%
+11.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +2.6% |
| 7D | +1.8% | +0.3% | +1.6% | +1.9% |
| 30D | +32.6% | 0.0% | +32.6% | +32.8% |
| 3M | +29.4% | +26.1% | +3.3% | +35.7% |
| 6M | +26.0% | +29.4% | -3.4% | +35.7% |
| YTD | +52.2% | +24.4% | +27.8% | +63.0% |
| 1Y | +23.9% | +10.9% | +13.0% | +33.4% |
| All | +23.9% | +12.9% | +11.0% | +33.4% |
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