-27.5%
DPZ vs CNI
+2.7%
-30.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -1.4% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | +10.3% | +7.2% | +3.1% | +7.6% |
| 3M | -6.2% | -1.3% | -4.8% | -5.7% |
| 6M | +4.2% | +11.8% | -7.5% | 0.0% |
| YTD | -18.4% | +27.7% | -46.1% | -25.8% |
| 1Y | -14.9% | +33.5% | -48.4% | -24.0% |
| 3Y | -4.6% | +19.3% | -24.0% | -12.5% |
| All | -27.5% | +2.7% | -30.2% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling