-60.3%
CSGP vs DBX
+33.4%
-93.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.1% | -1.6% | -3.6% |
| 7D | +1.3% | -4.4% | +5.6% | +2.8% |
| 30D | +10.7% | +4.8% | +5.9% | +9.3% |
| 3M | +3.3% | +0.3% | +2.9% | +3.2% |
| 6M | -10.3% | +40.4% | -50.7% | -19.6% |
| YTD | -54.6% | +24.7% | -79.2% | -57.9% |
| 1Y | -54.6% | +20.9% | -75.5% | -57.6% |
| 3Y | -60.3% | +34.5% | -94.8% | -66.4% |
| All | -60.3% | +33.4% | -93.8% | -66.4% |
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