+2,303.7%
CNQ vs DPZ
+4,940.8%
-2,637.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | +0.1% | -8.6% | +8.8% | +2.1% |
| 30D | +6.2% | -11.9% | +18.1% | +9.1% |
| 3M | +12.4% | +0.4% | +12.0% | +11.5% |
| 6M | +9.0% | -19.9% | +28.9% | +13.5% |
| YTD | +52.2% | -24.4% | +76.6% | +60.4% |
| 1Y | +65.0% | -30.4% | +95.5% | +76.9% |
| 3Y | +78.8% | -17.4% | +96.2% | +80.6% |
| 5Y | +286.0% | -34.6% | +320.6% | +303.7% |
| 10Y | +420.7% | +139.4% | +281.3% | +256.9% |
| All | +2,303.7% | +4,940.8% | -2,637.2% | +458.1% |
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 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