-5.7%
CMG vs DPZ
-34.0%
+28.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.6% | -0.9% |
| 7D | -6.5% | -7.3% | +0.8% | -3.6% |
| 30D | +12.1% | -7.6% | +19.7% | +15.5% |
| 3M | +20.6% | +1.8% | +18.8% | +18.9% |
| 6M | +2.1% | -21.8% | +23.9% | +11.7% |
| YTD | -2.6% | -22.0% | +19.4% | +6.3% |
| 1Y | -8.7% | -28.6% | +19.9% | +3.2% |
| 3Y | -7.4% | -13.1% | +5.7% | -5.9% |
| 5Y | -5.7% | -33.2% | +27.5% | +14.5% |
| All | -5.7% | -34.0% | +28.3% | +14.5% |
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