+104.6%
CVE vs DBX
+16.8%
+87.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.4% |
| 7D | +2.5% | -2.4% | +4.9% | +2.5% |
| 30D | +16.7% | -0.5% | +17.2% | +16.7% |
| 3M | +9.3% | +28.1% | -18.8% | +8.5% |
| 6M | +43.6% | +33.1% | +10.5% | +42.3% |
| YTD | +93.6% | +25.3% | +68.3% | +93.6% |
| All | +104.6% | +16.8% | +87.8% | +110.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling