+5,746.6%
CMI vs DPZ
+5,417.8%
+328.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.4% |
| 7D | -0.7% | -2.5% | +1.8% | +0.1% |
| 30D | -13.4% | -7.0% | -6.5% | -11.5% |
| 3M | -17.0% | +11.6% | -28.6% | -21.2% |
| 6M | -1.6% | -15.2% | +13.5% | +2.2% |
| YTD | +11.0% | -17.2% | +28.2% | +16.1% |
| 1Y | +41.9% | -24.8% | +66.8% | +53.2% |
| 3Y | +151.8% | -8.7% | +160.5% | +147.2% |
| 5Y | +163.6% | -28.9% | +192.5% | +174.8% |
| 10Y | +472.9% | +153.6% | +319.3% | +211.7% |
| All | +5,746.6% | +5,417.8% | +328.8% | +650.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling