+75.7%
CTVA vs DBX
+23.5%
+52.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.6% |
| 7D | -5.8% | +0.3% | -6.1% | -5.8% |
| 30D | +11.1% | 0.0% | +11.1% | +10.9% |
| 3M | +13.2% | +26.1% | -12.9% | +9.6% |
| 6M | +8.7% | +29.4% | -20.6% | +4.4% |
| YTD | +27.3% | +24.4% | +2.9% | +23.0% |
| 1Y | +18.0% | +10.9% | +7.1% | +16.3% |
| All | +75.7% | +23.5% | +52.1% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling