+167.0%
CMI vs DPZ
-34.0%
+201.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -0.5% |
| 7D | +0.7% | -7.3% | +8.0% | +1.9% |
| 30D | -12.3% | -7.6% | -4.7% | -11.3% |
| 3M | -16.8% | +1.8% | -18.6% | -17.6% |
| 6M | +1.5% | -21.8% | +23.3% | +6.2% |
| YTD | +9.8% | -22.0% | +31.8% | +14.8% |
| 1Y | +42.6% | -28.6% | +71.2% | +51.9% |
| 3Y | +151.0% | -13.1% | +164.1% | +152.7% |
| 5Y | +167.0% | -33.2% | +200.2% | +173.9% |
| All | +167.0% | -34.0% | +201.0% | +173.9% |
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