+195.8%
COR vs DBX
+20.7%
+175.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.2% |
| 7D | -1.2% | -8.1% | +7.0% | -0.6% |
| 30D | +7.6% | -4.9% | +12.5% | +8.0% |
| 3M | +5.0% | -2.7% | +7.7% | +5.1% |
| 6M | +35.3% | +25.2% | +10.1% | +32.7% |
| YTD | +4.2% | +19.3% | -15.1% | +2.4% |
| 1Y | -3.4% | +6.6% | -10.0% | -4.4% |
| 3Y | +81.1% | +24.6% | +56.5% | +74.6% |
| 5Y | +195.8% | +23.5% | +172.3% | +184.3% |
| All | +195.8% | +20.7% | +175.1% | +184.3% |
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