-26.7%
DPZ vs CNI
+28.9%
-55.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -1.5% | +1.9% | -3.4% | -1.9% |
| 30D | -4.4% | -3.0% | -1.4% | -3.7% |
| 3M | +7.6% | +2.2% | +5.5% | +7.0% |
| 6M | -16.9% | +16.3% | -33.3% | -19.9% |
| YTD | -18.6% | +25.7% | -44.3% | -23.2% |
| 1Y | -26.7% | +30.4% | -57.1% | -32.1% |
| All | -26.7% | +28.9% | -55.6% | -32.1% |
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