-10.7%
CMG vs DPZ
-25.6%
+14.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | -2.8% | -2.5% | -0.3% | -1.9% |
| 30D | +7.1% | -7.0% | +14.1% | +9.7% |
| 3M | +31.2% | +11.6% | +19.6% | +24.6% |
| 6M | +0.7% | -15.2% | +15.9% | +4.4% |
| YTD | -0.1% | -17.2% | +17.1% | +4.4% |
| 1Y | -10.7% | -24.8% | +14.1% | -6.1% |
| All | -10.7% | -25.6% | +14.8% | -6.1% |
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