+1,350.6%
CMS vs DPZ
+5,417.8%
-4,067.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | +0.4% | -2.5% | +2.9% | +0.8% |
| 30D | -3.6% | -7.0% | +3.4% | -2.6% |
| 3M | -1.9% | +11.6% | -13.5% | -3.9% |
| 6M | -11.0% | -15.2% | +4.2% | -9.0% |
| YTD | +0.2% | -17.2% | +17.4% | +2.7% |
| 1Y | -1.3% | -24.8% | +23.5% | +2.6% |
| 3Y | +35.9% | -8.7% | +44.6% | +35.1% |
| 5Y | +23.1% | -28.9% | +52.0% | +25.7% |
| 10Y | +117.9% | +153.6% | -35.7% | +71.2% |
| All | +1,350.6% | +5,417.8% | -4,067.1% | +473.6% |
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