-54.6%
CSGP vs DBX
+19.2%
-73.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.1% | -1.6% | -3.3% |
| 7D | +1.3% | -4.4% | +5.6% | +3.3% |
| 30D | +10.7% | +4.8% | +5.9% | +9.1% |
| 3M | +3.3% | +0.3% | +2.9% | +3.1% |
| 6M | -10.3% | +40.4% | -50.7% | -20.9% |
| YTD | -54.6% | +24.7% | -79.2% | -58.6% |
| 1Y | -54.6% | +20.9% | -75.5% | -58.5% |
| All | -54.6% | +19.2% | -73.8% | -58.5% |
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