-7.1%
CMG vs DPZ
-29.3%
+22.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | -2.1% | -8.6% | +6.6% | +1.1% |
| 30D | +10.9% | -11.9% | +22.8% | +15.8% |
| 3M | +15.8% | +0.4% | +15.4% | +14.3% |
| 6M | +6.9% | -19.9% | +26.8% | +13.3% |
| YTD | -2.2% | -24.4% | +22.2% | +5.7% |
| 1Y | -7.1% | -30.4% | +23.4% | +1.3% |
| All | -7.1% | -29.3% | +22.3% | +1.3% |
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