+10.9%
CMG vs DPZ
-14.7%
+25.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.4% | +0.4% | +3.7% |
| 7D | +22.5% | +10.1% | +12.4% | +18.1% |
| 30D | +14.1% | +14.6% | -0.5% | +8.3% |
| 3M | +4.1% | -6.8% | +10.8% | +6.2% |
| 6M | +10.1% | +4.4% | +5.7% | +6.7% |
| YTD | -4.9% | -16.8% | +12.0% | -1.5% |
| 1Y | +10.9% | -14.5% | +25.4% | +11.4% |
| All | +10.9% | -14.7% | +25.6% | +11.4% |
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