+30.2%
CNH vs DBX
+26.6%
+3.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +3.0% | -3.3% | +6.3% | +3.2% |
| 30D | -0.6% | -5.9% | +5.3% | -0.1% |
| 3M | +14.6% | -6.7% | +21.3% | +15.1% |
| 6M | +11.8% | +28.0% | -16.2% | +7.9% |
| YTD | +30.4% | +20.6% | +9.8% | +27.4% |
| 1Y | +19.1% | +10.3% | +8.8% | +18.6% |
| 3Y | +30.2% | +24.0% | +6.1% | +16.9% |
| All | +30.2% | +26.6% | +3.6% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling