+297.3%
CVE vs DBX
+12.3%
+285.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +2.0% |
| 7D | -10.1% | -8.6% | -1.5% | -8.1% |
| 30D | -12.1% | -5.2% | -6.9% | -11.1% |
| 3M | -1.9% | -6.4% | +4.5% | -0.9% |
| 6M | -1.8% | +12.7% | -14.6% | -6.4% |
| YTD | +65.8% | +17.2% | +48.6% | +55.1% |
| 1Y | +60.8% | +5.5% | +55.3% | +54.8% |
| 3Y | +70.1% | +24.1% | +46.0% | +51.7% |
| 5Y | +134.8% | +14.2% | +120.6% | +109.2% |
| All | +297.3% | +12.3% | +285.0% | +198.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling