-11.3%
CSGP vs DBX
+23.3%
-34.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 6M | -8.2% | +40.7% | -48.9% | -18.4% |
| YTD | -52.3% | +28.6% | -81.0% | -56.4% |
| 1Y | -54.5% | +22.8% | -77.3% | -57.9% |
| 3Y | -58.6% | +37.5% | -96.1% | -64.1% |
| 5Y | -61.5% | +28.6% | -90.1% | -66.7% |
| All | -11.3% | +23.3% | -34.6% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling