-65.3%
CSGP vs DBX
+20.4%
-85.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.5% |
| 7D | -4.1% | -2.4% | -1.6% | -3.2% |
| 30D | +2.3% | -0.5% | +2.8% | +2.4% |
| 3M | -8.2% | +28.1% | -36.2% | -16.2% |
| 6M | -35.1% | +33.1% | -68.2% | -41.8% |
| YTD | -54.0% | +25.3% | -79.3% | -58.2% |
| 1Y | -65.3% | +18.3% | -83.7% | -68.0% |
| All | -65.3% | +20.4% | -85.7% | -68.0% |
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 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