+59.2%
CSX vs DBX
+24.0%
+35.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +3.1% | -6.3% | +9.4% | +4.2% |
| 30D | +9.7% | -5.9% | +15.6% | +10.8% |
| 3M | +4.9% | -0.4% | +5.3% | +4.7% |
| 6M | +18.4% | +29.8% | -11.5% | +12.3% |
| YTD | +45.9% | +20.5% | +25.3% | +39.8% |
| 1Y | +50.0% | +8.7% | +41.3% | +46.8% |
| 3Y | +78.0% | +25.9% | +52.1% | +62.5% |
| 5Y | +59.2% | +24.2% | +35.0% | +42.1% |
| All | +59.2% | +24.0% | +35.1% | +42.1% |
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