+71.6%
CB vs DPZ
-5.8%
+77.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.5% | +3.7% | -5.2% | -2.0% |
| 30D | +6.5% | +8.0% | -1.5% | +5.3% |
| 3M | +4.1% | -4.2% | +8.3% | +4.5% |
| 6M | +14.4% | +4.6% | +9.8% | +13.2% |
| YTD | +17.5% | -18.4% | +35.9% | +19.6% |
| 1Y | +27.5% | -16.8% | +44.3% | +29.5% |
| 3Y | +71.6% | -5.0% | +76.6% | +74.3% |
| All | +71.6% | -5.8% | +77.4% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling