-53.3%
CSGP vs DBX
+22.5%
-75.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.8% | +2.6% |
| 7D | +18.3% | -1.1% | +19.4% | +18.8% |
| 30D | +17.8% | +5.0% | +12.8% | +15.6% |
| 3M | +9.3% | +4.6% | +4.6% | +7.1% |
| 6M | -7.9% | +43.9% | -51.9% | -19.8% |
| YTD | -51.5% | +29.9% | -81.4% | -56.7% |
| 1Y | -53.3% | +24.6% | -77.9% | -57.9% |
| All | -53.3% | +22.5% | -75.9% | -57.9% |
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