+152.4%
DPZ vs CNI
+127.4%
+25.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.5% | +2.5% | -4.0% | -2.2% |
| 30D | -4.4% | -2.5% | -1.9% | -3.7% |
| 3M | +7.6% | +2.7% | +4.9% | +6.7% |
| 6M | -16.9% | +16.9% | -33.9% | -21.2% |
| YTD | -18.6% | +26.3% | -45.0% | -24.8% |
| 1Y | -26.7% | +31.1% | -57.8% | -33.1% |
| 3Y | -9.3% | +21.1% | -30.4% | -15.9% |
| 5Y | -31.0% | +11.0% | -42.0% | -35.0% |
| 10Y | +152.4% | +128.1% | +24.2% | +83.4% |
| All | +152.4% | +127.4% | +25.0% | +83.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling