+1,365.9%
CMS vs DPZ
+5,341.2%
-3,975.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.8% |
| 7D | -1.3% | +6.6% | -7.9% | -2.3% |
| 30D | +6.3% | +10.3% | -4.0% | +4.6% |
| 3M | -2.1% | -6.2% | +4.1% | -1.2% |
| 6M | -5.1% | +4.2% | -9.3% | -6.1% |
| YTD | +1.3% | -18.4% | +19.6% | +3.9% |
| 1Y | -1.4% | -14.9% | +13.5% | +0.4% |
| 3Y | +36.9% | -4.6% | +41.6% | +35.2% |
| 5Y | +32.5% | -27.4% | +59.9% | +34.8% |
| 10Y | +126.8% | +125.9% | +0.9% | +81.8% |
| All | +1,365.9% | +5,341.2% | -3,975.3% | +480.4% |
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 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