+138.1%
CMS vs DPZ
+116.9%
+21.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | +0.5% | +2.2% | -1.7% | +0.2% |
| 30D | +7.4% | +6.7% | +0.7% | +6.6% |
| 3M | +1.9% | -4.5% | +6.4% | +2.2% |
| 6M | -2.3% | +3.3% | -5.6% | -3.0% |
| YTD | +3.0% | -19.4% | +22.4% | +4.9% |
| 1Y | -2.8% | -17.3% | +14.5% | -1.3% |
| 3Y | +37.9% | -8.4% | +46.3% | +37.3% |
| 5Y | +34.0% | -28.2% | +62.2% | +35.1% |
| 10Y | +138.1% | +130.9% | +7.2% | +110.4% |
| All | +138.1% | +116.9% | +21.2% | +110.4% |
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