+1,397.7%
CMS vs DPZ
+5,460.8%
-4,063.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.7% | +9.5% | -7.8% | +0.2% |
| 30D | +8.6% | +12.8% | -4.2% | +6.5% |
| 3M | -0.5% | -6.2% | +5.8% | +0.4% |
| 6M | -4.2% | +4.3% | -8.4% | -5.2% |
| YTD | +3.4% | -16.6% | +20.1% | +5.8% |
| 1Y | +0.4% | -12.8% | +13.3% | +1.9% |
| 3Y | +38.2% | -0.8% | +39.0% | +35.6% |
| 5Y | +35.4% | -25.8% | +61.2% | +37.3% |
| 10Y | +131.7% | +130.9% | +0.8% | +85.1% |
| All | +1,397.7% | +5,460.8% | -4,063.2% | +490.9% |
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 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