+105.5%
CVS vs DBX
+20.9%
+84.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -2.0% | -1.8% | -0.1% | -1.8% |
| 30D | +1.9% | +2.8% | -0.9% | +1.5% |
| 3M | -2.2% | +26.8% | -28.9% | -4.9% |
| 6M | +26.7% | +32.8% | -6.0% | +22.1% |
| YTD | +22.9% | +26.1% | -3.2% | +19.1% |
| 1Y | +32.9% | +14.1% | +18.8% | +30.1% |
| 3Y | +62.3% | +25.7% | +36.6% | +54.6% |
| 5Y | +34.2% | +11.2% | +23.1% | +28.0% |
| All | +105.5% | +20.9% | +84.7% | +71.3% |
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