+181.4%
CP vs DBX
+19.3%
+162.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -0.5% | 0.0% | -0.5% | -0.6% |
| 3M | +0.1% | +26.1% | -26.0% | -4.4% |
| 6M | +7.8% | +29.4% | -21.5% | +1.8% |
| YTD | +22.9% | +24.4% | -1.6% | +16.8% |
| 1Y | +21.3% | +10.9% | +10.4% | +17.7% |
| 3Y | +20.4% | +24.1% | -3.7% | +11.6% |
| 5Y | +34.9% | +7.8% | +27.2% | +25.7% |
| All | +181.4% | +19.3% | +162.1% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling