+17.7%
CME vs DPZ
-17.9%
+35.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +2.5% | -3.5% | +6.0% | +3.0% |
| 30D | +13.9% | +5.7% | +8.2% | +12.9% |
| 3M | +22.4% | -7.5% | +29.9% | +23.3% |
| 6M | +12.9% | +6.2% | +6.7% | +11.3% |
| YTD | +19.6% | -19.8% | +39.4% | +21.5% |
| 1Y | +17.7% | -18.0% | +35.6% | +19.3% |
| All | +17.7% | -17.9% | +35.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 1y: compounded portfolio wealth divided by compounded DPZ 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…
1y analysis · Full analysis span regression · 6 months rolling