+251.7%
CB vs DPZ
+140.2%
+111.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.5% | +0.7% |
| 7D | +2.9% | +2.2% | +0.7% | +2.6% |
| 30D | +7.3% | +15.5% | -8.2% | +5.4% |
| 3M | +9.4% | -2.0% | +11.4% | +9.5% |
| 6M | +19.6% | +12.1% | +7.5% | +17.7% |
| YTD | +21.5% | -16.6% | +38.1% | +23.5% |
| 1Y | +28.0% | -14.6% | +42.6% | +29.7% |
| 3Y | +74.9% | -4.1% | +79.0% | +73.5% |
| 5Y | +108.1% | -28.3% | +136.4% | +110.4% |
| All | +251.7% | +140.2% | +111.4% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling