+179.8%
CVX vs DBX
+15.6%
+164.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +3.4% | -3.3% | +6.7% | +4.0% |
| 30D | -1.0% | -5.9% | +4.9% | 0.0% |
| 3M | +12.2% | -6.7% | +18.9% | +13.2% |
| 6M | +20.3% | +28.0% | -7.6% | +14.3% |
| YTD | +48.3% | +20.6% | +27.7% | +41.5% |
| 1Y | +46.9% | +10.3% | +36.6% | +42.4% |
| 3Y | +73.1% | +24.0% | +49.1% | +60.1% |
| 5Y | +135.2% | +24.2% | +111.0% | +113.3% |
| All | +179.8% | +15.6% | +164.2% | +121.7% |
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 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