-46.8%
CPNG vs DBX
+20.4%
-67.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | -7.4% | -2.4% | -5.0% | -7.1% |
| 30D | -4.4% | -0.5% | -4.0% | -4.4% |
| 3M | -7.5% | +28.1% | -35.6% | -12.4% |
| 6M | -19.9% | +33.1% | -53.0% | -25.0% |
| YTD | -35.2% | +25.3% | -60.5% | -38.8% |
| 1Y | -46.8% | +18.3% | -65.1% | -48.7% |
| All | -46.8% | +20.4% | -67.2% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling