+17.7%
DBX vs CPB
-27.9%
+45.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.2% |
| 7D | -6.3% | -5.8% | -0.5% | -5.5% |
| 30D | -5.9% | +16.5% | -22.3% | -7.8% |
| 3M | -0.4% | -1.1% | +0.7% | -0.4% |
| 6M | +29.8% | +11.5% | +18.4% | +27.9% |
| YTD | +20.5% | -15.7% | +36.3% | +22.3% |
| 1Y | +8.7% | -24.7% | +33.3% | +11.7% |
| 3Y | +25.9% | -37.3% | +63.2% | +30.2% |
| 5Y | +24.2% | -35.0% | +59.2% | +24.7% |
| All | +17.7% | -27.9% | +45.5% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling