+0.9%
CMG vs DPZ
-28.4%
+29.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +4.1% | -3.5% | +7.6% | +5.6% |
| 30D | +20.5% | +5.7% | +14.8% | +17.8% |
| 3M | +14.5% | -7.5% | +22.0% | +17.9% |
| 6M | +14.8% | +6.2% | +8.6% | +11.2% |
| YTD | -1.0% | -19.8% | +18.8% | +6.8% |
| 1Y | +22.9% | -18.0% | +40.9% | +31.3% |
| 3Y | -13.6% | -8.8% | -4.8% | -13.9% |
| 5Y | +0.9% | -30.2% | +31.1% | +18.7% |
| All | +0.9% | -28.4% | +29.3% | +18.7% |
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