+57.9%
CME vs DPZ
-9.3%
+67.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -1.6% | -2.5% | +1.0% | -1.4% |
| 30D | +6.2% | -7.0% | +13.2% | +6.6% |
| 3M | +10.4% | +11.6% | -1.2% | +9.6% |
| 6M | -9.5% | -15.2% | +5.6% | -9.2% |
| YTD | +6.0% | -17.2% | +23.3% | +6.4% |
| 1Y | +9.3% | -24.8% | +34.1% | +9.9% |
| All | +57.9% | -9.3% | +67.3% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling