+18.4%
DBX vs CAI
-14.7%
+33.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | 0.0% |
| 7D | -3.3% | -8.7% | +5.4% | -3.3% |
| 30D | -5.9% | -23.8% | +18.0% | -5.9% |
| 3M | -6.7% | +3.9% | -10.6% | -6.2% |
| 6M | +28.0% | +56.8% | -28.9% | +30.7% |
| YTD | +20.6% | -14.6% | +35.2% | +23.9% |
| 1Y | +10.3% | -5.2% | +15.5% | +12.4% |
| All | +18.4% | -14.7% | +33.1% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling