+212.7%
COP vs DBX
+20.9%
+191.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.1% |
| 7D | +1.0% | -1.8% | +2.8% | +1.4% |
| 30D | +9.6% | +2.8% | +6.7% | +8.6% |
| 3M | +15.0% | +26.8% | -11.7% | +8.1% |
| 6M | +21.8% | +32.8% | -11.0% | +12.2% |
| YTD | +49.6% | +26.1% | +23.5% | +39.5% |
| 1Y | +49.9% | +14.1% | +35.7% | +42.7% |
| 3Y | +22.6% | +25.7% | -3.1% | +10.7% |
| 5Y | +193.6% | +11.2% | +182.4% | +167.3% |
| All | +212.7% | +20.9% | +191.8% | +131.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling