+31.5%
CP vs DBX
+7.2%
+24.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | 0.0% |
| 7D | +2.4% | -1.3% | +3.7% | +2.6% |
| 30D | -0.5% | -2.9% | +2.3% | -0.2% |
| 3M | +1.4% | +23.8% | -22.4% | -2.2% |
| 6M | +10.3% | +26.2% | -15.9% | +5.6% |
| YTD | +24.3% | +21.6% | +2.7% | +19.7% |
| 1Y | +20.4% | +11.4% | +9.0% | +17.6% |
| 3Y | +21.8% | +21.3% | +0.5% | +13.8% |
| 5Y | +31.5% | +6.7% | +24.9% | +16.6% |
| All | +31.5% | +7.2% | +24.3% | +16.6% |
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 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