+8.7%
CNH vs DBX
+7.2%
+1.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.6% | -4.9% |
| 7D | +8.8% | -1.3% | +10.1% | +9.1% |
| 30D | +24.7% | -2.9% | +27.5% | +25.2% |
| 3M | +27.3% | +23.8% | +3.5% | +20.3% |
| 6M | +23.2% | +26.2% | -3.1% | +14.5% |
| YTD | +48.9% | +21.6% | +27.3% | +39.9% |
| 1Y | +19.4% | +11.4% | +8.0% | +14.6% |
| 3Y | +7.8% | +21.3% | -13.5% | -3.4% |
| 5Y | +8.7% | +6.7% | +2.1% | -5.4% |
| All | +8.7% | +7.2% | +1.5% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling