+37.3%
CMS vs DPZ
-9.3%
+46.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | +0.4% | -2.5% | +2.9% | +0.6% |
| 30D | -3.6% | -7.0% | +3.4% | -3.0% |
| 3M | -1.9% | +11.6% | -13.5% | -3.0% |
| 6M | -11.0% | -15.2% | +4.2% | -10.0% |
| YTD | +0.2% | -17.2% | +17.4% | +1.4% |
| 1Y | -1.3% | -24.8% | +23.5% | +0.7% |
| All | +37.3% | -9.3% | +46.6% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling