+295.3%
CVE vs DBX
+19.5%
+275.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.2% |
| 7D | -16.1% | -4.4% | -11.7% | -15.2% |
| 30D | -10.4% | +4.8% | -15.2% | -11.6% |
| 3M | -2.4% | +0.3% | -2.7% | -3.0% |
| 6M | -4.4% | +40.4% | -44.8% | -14.4% |
| YTD | +64.9% | +24.7% | +40.3% | +52.0% |
| 1Y | +66.0% | +20.9% | +45.1% | +54.0% |
| 3Y | +57.7% | +34.5% | +23.2% | +37.7% |
| 5Y | +144.7% | +24.6% | +120.1% | +113.2% |
| All | +295.3% | +19.5% | +275.8% | +192.7% |
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 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