+5,622.1%
DPZ vs CNI
+1,626.1%
+3,996.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.5% | -2.1% | -0.5% | -1.6% |
| 30D | -7.0% | -3.3% | -3.7% | -5.5% |
| 3M | +11.6% | +3.8% | +7.8% | +9.4% |
| 6M | -15.2% | +12.7% | -27.8% | -20.4% |
| YTD | -17.2% | +26.3% | -43.5% | -26.9% |
| 1Y | -24.8% | +29.9% | -54.7% | -34.7% |
| 3Y | -8.7% | +15.9% | -24.6% | -17.4% |
| 5Y | -28.9% | +6.9% | -35.9% | -34.5% |
| 10Y | +153.6% | +126.8% | +26.9% | +43.1% |
| All | +5,622.1% | +1,626.1% | +3,996.0% | +1,109.6% |
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