+21.2%
CP vs DBX
+26.9%
-5.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.5% |
| 7D | -2.7% | -2.4% | -0.2% | -2.5% |
| 30D | +0.2% | -0.5% | +0.6% | +0.2% |
| 3M | +2.6% | +28.1% | -25.5% | +0.4% |
| 6M | +6.0% | +33.1% | -27.1% | +3.2% |
| YTD | +24.9% | +25.3% | -0.4% | +22.5% |
| 1Y | +20.1% | +18.3% | +1.8% | +18.4% |
| All | +21.2% | +26.9% | -5.7% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling