+67.8%
CSX vs DBX
+7.0%
+60.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.3% |
| 7D | -3.4% | -2.4% | -0.9% | -3.0% |
| 30D | -3.1% | -0.5% | -2.6% | -3.1% |
| 3M | +7.2% | +28.1% | -20.9% | +2.4% |
| 6M | +16.2% | +33.1% | -16.9% | +9.6% |
| YTD | +37.5% | +25.3% | +12.3% | +31.3% |
| 1Y | +53.2% | +18.3% | +34.9% | +47.4% |
| 3Y | +68.2% | +25.0% | +43.2% | +55.3% |
| All | +67.8% | +7.0% | +60.8% | +50.2% |
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 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