+13.8%
DBX vs CNI
+12.6%
+1.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +5.7% | -2.7% | +8.4% | +6.8% |
| 3M | +31.8% | +3.9% | +27.9% | +29.9% |
| 6M | +37.5% | +16.4% | +21.1% | +29.1% |
| YTD | +27.9% | +25.8% | +2.1% | +15.8% |
| 1Y | +15.0% | +32.4% | -17.4% | +1.7% |
| 3Y | +27.2% | +19.1% | +8.1% | +14.3% |
| All | +13.8% | +12.6% | +1.2% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling