-62.5%
CSGP vs DBX
+15.8%
-78.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.0% | +8.3% | +4.8% |
| 7D | -1.8% | -8.6% | +6.8% | +1.9% |
| 30D | +5.3% | -5.2% | +10.5% | +7.8% |
| 3M | +3.3% | -6.4% | +9.7% | +6.1% |
| 6M | -4.7% | +12.7% | -17.4% | -9.8% |
| YTD | -53.5% | +17.2% | -70.7% | -57.1% |
| 1Y | -53.7% | +5.5% | -59.3% | -55.4% |
| 3Y | -59.7% | +24.1% | -83.9% | -66.4% |
| 5Y | -62.5% | +14.2% | -76.7% | -67.7% |
| All | -62.5% | +15.8% | -78.3% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling