+503.2%
CMI vs DPZ
+141.0%
+362.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.5% |
| 7D | -0.7% | -8.6% | +7.9% | +0.5% |
| 30D | -12.4% | -11.9% | -0.5% | -10.9% |
| 3M | -14.8% | +0.4% | -15.2% | -15.3% |
| 6M | +0.8% | -19.9% | +20.7% | +3.6% |
| YTD | +10.2% | -24.4% | +34.6% | +14.3% |
| 1Y | +37.4% | -30.4% | +67.9% | +44.3% |
| 3Y | +153.3% | -17.4% | +170.6% | +157.2% |
| 5Y | +167.6% | -34.6% | +202.2% | +174.8% |
| All | +503.2% | +141.0% | +362.2% | +389.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling