-24.8%
DPZ vs CNI
+29.8%
-54.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.5% | -2.1% | -0.5% | -2.0% |
| 30D | -7.0% | -3.3% | -3.7% | -6.2% |
| 3M | +11.6% | +3.8% | +7.8% | +10.6% |
| 6M | -15.2% | +12.7% | -27.8% | -17.7% |
| YTD | -17.2% | +26.3% | -43.5% | -21.9% |
| 1Y | -24.8% | +29.9% | -54.7% | -30.0% |
| All | -24.8% | +29.8% | -54.6% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling