+22.1%
DBX vs CAI
-11.0%
+33.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.5% | +2.2% |
| 7D | +0.3% | -3.1% | +3.4% | +0.2% |
| 30D | 0.0% | +2.7% | -2.7% | +0.1% |
| 3M | +26.1% | +41.7% | -15.6% | +27.8% |
| 6M | +29.4% | +26.5% | +2.9% | +30.2% |
| YTD | +24.4% | -10.9% | +35.4% | +27.5% |
| 1Y | +10.9% | -29.2% | +40.1% | +14.3% |
| All | +22.1% | -11.0% | +33.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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