+22.7%
DBX vs CHD
+29.7%
-7.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | -4.9% | +12.2% | -17.1% | -5.2% |
| 3M | -2.7% | +9.3% | -12.0% | -3.0% |
| 6M | +25.2% | +24.3% | +0.9% | +25.6% |
| YTD | +19.3% | +34.9% | -15.6% | +19.9% |
| 1Y | +6.6% | +32.7% | -26.1% | +7.1% |
| All | +22.7% | +29.7% | -7.1% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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