-63.1%
CSGP vs DBX
+24.0%
-87.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +1.3% | -3.3% | +4.6% | +2.6% |
| 30D | +2.8% | -5.9% | +8.7% | +5.5% |
| 3M | -6.3% | -6.7% | +0.4% | -3.8% |
| 6M | -3.2% | +28.0% | -31.1% | -12.8% |
| YTD | -54.0% | +20.6% | -74.6% | -58.0% |
| 1Y | -54.8% | +10.3% | -65.1% | -57.3% |
| 3Y | -60.6% | +24.0% | -84.6% | -66.9% |
| All | -63.1% | +24.0% | -87.1% | -69.9% |
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 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