-69.3%
CPNG vs DBX
+44.2%
-113.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.4% |
| 7D | -1.1% | +2.1% | -3.2% | -2.0% |
| 30D | -7.4% | +5.7% | -13.1% | -10.0% |
| 3M | -12.3% | +31.8% | -44.1% | -23.7% |
| 6M | -19.4% | +37.5% | -56.9% | -32.4% |
| YTD | -35.9% | +27.9% | -63.8% | -44.3% |
| 1Y | -53.4% | +15.0% | -68.4% | -57.6% |
| 3Y | -20.0% | +27.2% | -47.2% | -36.5% |
| 5Y | -49.6% | +12.8% | -62.3% | -64.0% |
| All | -69.3% | +44.2% | -113.5% | -79.8% |
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