+11.7%
CMI vs DPZ
-14.7%
+26.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.4% | -11.2% | -4.9% |
| 7D | -11.2% | +10.1% | -21.3% | -9.8% |
| 30D | -9.8% | +14.6% | -24.5% | -7.9% |
| 3M | -25.5% | -6.8% | -18.8% | -26.3% |
| 6M | -27.7% | +4.4% | -32.0% | -25.7% |
| YTD | -6.6% | -16.8% | +10.2% | -1.9% |
| 1Y | +11.7% | -14.5% | +26.1% | +17.3% |
| All | +11.7% | -14.7% | +26.3% | +17.3% |
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