+11.1%
CP vs DBX
+17.6%
-6.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.4% | -0.1% |
| 7D | -0.7% | -8.1% | +7.5% | -0.3% |
| 30D | +9.6% | -4.9% | +14.5% | +9.9% |
| 3M | +2.2% | -2.7% | +4.9% | +2.5% |
| 6M | +11.1% | +25.2% | -14.1% | +15.0% |
| All | +11.1% | +17.6% | -6.5% | +15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling