+71.0%
CME vs DPZ
-27.1%
+98.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.2% |
| 7D | +0.9% | +6.6% | -5.6% | +0.1% |
| 30D | +13.2% | +10.3% | +2.9% | +11.8% |
| 3M | +16.3% | -6.2% | +22.4% | +17.0% |
| 6M | +7.1% | +4.2% | +2.9% | +6.2% |
| YTD | +15.8% | -18.4% | +34.2% | +18.0% |
| 1Y | +17.1% | -14.9% | +32.0% | +18.7% |
| 3Y | +63.2% | -4.6% | +67.8% | +58.9% |
| All | +71.0% | -27.1% | +98.1% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling