+203.9%
CSX vs DBX
+19.5%
+184.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.7% |
| 7D | -5.5% | -4.4% | -1.1% | -4.7% |
| 30D | +4.9% | +4.8% | +0.2% | +4.0% |
| 3M | -2.9% | +0.3% | -3.2% | -3.2% |
| 6M | +8.3% | +40.4% | -32.0% | 0.0% |
| YTD | +36.7% | +24.7% | +12.1% | +29.0% |
| 1Y | +41.5% | +20.9% | +20.6% | +34.1% |
| 3Y | +68.6% | +34.5% | +34.1% | +51.9% |
| 5Y | +48.4% | +24.6% | +23.8% | +33.3% |
| All | +203.9% | +19.5% | +184.4% | +138.5% |
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