+5,471.5%
DPZ vs CNI
+1,683.4%
+3,788.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +6.7% | +7.6% | -1.0% | +2.9% |
| 3M | -4.5% | +1.9% | -6.4% | -5.5% |
| 6M | +3.3% | +14.8% | -11.5% | -3.7% |
| YTD | -19.4% | +30.5% | -49.9% | -29.9% |
| 1Y | -17.3% | +36.5% | -53.7% | -29.7% |
| 3Y | -8.4% | +20.7% | -29.1% | -18.7% |
| 5Y | -28.2% | +7.0% | -35.2% | -33.6% |
| 10Y | +130.9% | +136.0% | -5.1% | +28.0% |
| All | +5,471.5% | +1,683.4% | +3,788.1% | +1,058.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling