+140.2%
CMS vs DPZ
+140.2%
-0.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.9% | +1.4% |
| 7D | +1.7% | +2.2% | -0.5% | +1.5% |
| 30D | +6.2% | +15.5% | -9.3% | +4.5% |
| 3M | +0.6% | -2.0% | +2.6% | +0.7% |
| 6M | -1.8% | +12.1% | -13.9% | -3.3% |
| YTD | +3.8% | -16.6% | +20.4% | +5.4% |
| 1Y | -1.8% | -14.6% | +12.8% | -0.6% |
| 3Y | +39.8% | -4.1% | +44.0% | +38.5% |
| 5Y | +37.1% | -28.3% | +65.4% | +38.3% |
| All | +140.2% | +140.2% | -0.1% | +111.1% |
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