+243.0%
CB vs DPZ
+125.0%
+118.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.5% | +3.7% | -5.2% | -1.9% |
| 30D | +6.5% | +8.0% | -1.5% | +5.5% |
| 3M | +4.1% | -4.2% | +8.3% | +4.5% |
| 6M | +14.4% | +4.6% | +9.8% | +13.5% |
| YTD | +17.5% | -18.4% | +35.9% | +19.8% |
| 1Y | +27.5% | -16.8% | +44.3% | +29.7% |
| 3Y | +71.6% | -5.0% | +76.6% | +70.5% |
| 5Y | +100.6% | -27.8% | +128.4% | +102.8% |
| 10Y | +243.0% | +121.1% | +121.9% | +202.4% |
| All | +243.0% | +125.0% | +118.0% | +202.4% |
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