+22.3%
DBX vs CPB
-31.0%
+53.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.0% |
| 7D | -2.4% | -8.6% | +6.2% | -1.4% |
| 30D | -0.5% | -7.2% | +6.8% | +0.4% |
| 3M | +28.1% | +0.9% | +27.2% | +27.8% |
| 6M | +33.1% | -11.8% | +44.9% | +34.8% |
| YTD | +25.3% | -19.4% | +44.7% | +28.0% |
| 1Y | +18.3% | -30.4% | +48.7% | +22.9% |
| 3Y | +25.0% | -40.2% | +65.2% | +30.1% |
| 5Y | +7.5% | -39.5% | +47.0% | +9.4% |
| All | +22.3% | -31.0% | +53.3% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling