-58.4%
CSGP vs DBX
+37.6%
-96.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +13.9% | -1.5% | +15.4% | +14.4% |
| 30D | +16.0% | +6.0% | +10.0% | +14.0% |
| 3M | +6.1% | +2.2% | +3.9% | +5.3% |
| 6M | -8.2% | +40.7% | -48.9% | -17.8% |
| YTD | -52.3% | +28.6% | -81.0% | -56.3% |
| 1Y | -54.5% | +22.8% | -77.3% | -57.8% |
| All | -58.4% | +37.6% | -96.0% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling