+216.0%
CSX vs DBX
+11.7%
+204.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | +0.7% | -7.3% | +8.0% | +2.2% |
| 30D | +8.1% | -5.7% | +13.8% | +9.3% |
| 3M | +2.2% | -6.3% | +8.5% | +3.2% |
| 6M | +14.6% | +12.1% | +2.5% | +11.0% |
| YTD | +42.2% | +16.5% | +25.6% | +35.8% |
| 1Y | +47.3% | +6.1% | +41.3% | +43.5% |
| 3Y | +73.5% | +21.8% | +51.8% | +59.5% |
| 5Y | +54.1% | +19.1% | +35.0% | +39.5% |
| All | +216.0% | +11.7% | +204.3% | +151.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling