+320.2%
CVE vs DBX
+7.0%
+313.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.8% |
| 7D | +2.5% | -2.4% | +4.9% | +2.9% |
| 30D | +16.7% | -0.5% | +17.2% | +16.6% |
| 3M | +9.3% | +28.1% | -18.8% | +3.2% |
| 6M | +43.6% | +33.1% | +10.5% | +33.5% |
| YTD | +93.6% | +25.3% | +68.3% | +82.3% |
| 1Y | +98.8% | +18.3% | +80.4% | +89.3% |
| 3Y | +73.6% | +25.0% | +48.6% | +58.7% |
| All | +320.2% | +7.0% | +313.2% | +279.7% |
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