-4.6%
DPZ vs CNI
+18.4%
-23.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -1.5% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | +10.3% | +7.2% | +3.1% | +8.0% |
| 3M | -6.2% | -1.3% | -4.8% | -5.8% |
| 6M | +4.2% | +11.8% | -7.5% | +0.6% |
| YTD | -18.4% | +27.7% | -46.1% | -24.8% |
| 1Y | -14.9% | +33.5% | -48.4% | -22.8% |
| 3Y | -4.6% | +19.3% | -24.0% | -7.8% |
| All | -4.6% | +18.4% | -23.0% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling