+8.3%
CNP vs DBX
+22.5%
-14.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.3% | -6.8% | -3.3% |
| 7D | -1.3% | -1.1% | -0.2% | -1.3% |
| 30D | +8.7% | +5.0% | +3.7% | +9.0% |
| 3M | -0.7% | +4.6% | -5.3% | -0.4% |
| 6M | -4.2% | +43.9% | -48.1% | -2.6% |
| YTD | +8.9% | +29.9% | -21.0% | +11.5% |
| 1Y | +8.3% | +24.6% | -16.3% | +11.4% |
| All | +8.3% | +22.5% | -14.2% | +11.4% |
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