+70.1%
CVE vs DBX
+24.2%
+45.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.3% |
| 7D | -10.1% | -8.6% | -1.5% | -9.1% |
| 30D | -12.1% | -5.2% | -6.9% | -11.6% |
| 3M | -1.9% | -6.4% | +4.5% | -1.3% |
| 6M | -1.8% | +12.7% | -14.6% | -4.7% |
| YTD | +65.8% | +17.2% | +48.6% | +59.5% |
| 1Y | +60.8% | +5.5% | +55.3% | +58.6% |
| 3Y | +70.1% | +24.1% | +46.0% | +44.7% |
| All | +70.1% | +24.2% | +45.9% | +44.7% |
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