+105.2%
CTVA vs DBX
+8.4%
+96.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -4.7% | -1.8% | -2.8% | -4.4% |
| 30D | +11.1% | +2.8% | +8.2% | +10.5% |
| 3M | +13.7% | +26.8% | -13.1% | +9.2% |
| 6M | +11.2% | +32.8% | -21.6% | +5.4% |
| YTD | +26.9% | +26.1% | +0.8% | +21.3% |
| 1Y | +18.8% | +14.1% | +4.7% | +15.5% |
| 3Y | +75.9% | +25.7% | +50.2% | +64.3% |
| 5Y | +105.2% | +11.2% | +94.1% | +92.7% |
| All | +105.2% | +8.4% | +96.8% | +92.7% |
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 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