+48.0%
CVX vs DBX
+23.5%
+24.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.7% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +10.7% | 0.0% | +10.7% | +10.6% |
| 3M | +15.5% | +26.1% | -10.6% | +12.8% |
| 6M | +14.9% | +29.4% | -14.5% | +11.7% |
| YTD | +44.2% | +24.4% | +19.8% | +40.8% |
| 1Y | +43.5% | +10.9% | +32.7% | +42.0% |
| All | +48.0% | +23.5% | +24.5% | +36.7% |
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