-16.7%
CSGP vs DBX
+15.6%
-32.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.9% |
| 7D | -6.1% | -6.3% | +0.2% | -4.2% |
| 30D | +0.3% | -5.9% | +6.2% | +2.4% |
| 3M | -1.3% | -0.4% | -1.0% | -1.3% |
| 6M | -8.9% | +29.8% | -38.8% | -16.2% |
| YTD | -55.2% | +20.5% | -75.8% | -58.2% |
| 1Y | -56.4% | +8.7% | -65.0% | -58.0% |
| 3Y | -62.2% | +25.9% | -88.1% | -66.3% |
| 5Y | -63.7% | +24.2% | -87.8% | -68.1% |
| All | -16.7% | +15.6% | -32.3% | -32.9% |
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 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