+297.6%
CVE vs DBX
+23.3%
+274.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | -14.1% | -1.5% | -12.6% | -13.8% |
| 30D | -11.6% | +6.0% | -17.6% | -13.0% |
| 3M | 0.0% | +2.2% | -2.1% | -1.1% |
| 6M | -8.4% | +40.7% | -49.1% | -17.9% |
| YTD | +65.9% | +28.6% | +37.3% | +51.7% |
| 1Y | +69.4% | +22.8% | +46.7% | +56.6% |
| 3Y | +55.9% | +37.5% | +18.4% | +35.5% |
| 5Y | +146.2% | +28.6% | +117.6% | +112.8% |
| All | +297.6% | +23.3% | +274.3% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling