+907.8%
CCI vs DPZ
+5,339.6%
-4,431.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +0.9% | +3.7% | -2.8% | 0.0% |
| 30D | +10.3% | +8.0% | +2.3% | +8.0% |
| 3M | +17.9% | -4.2% | +22.1% | +18.9% |
| 6M | -0.5% | +4.6% | -5.1% | -2.2% |
| YTD | +2.7% | -18.4% | +21.1% | +7.6% |
| 1Y | +3.1% | -16.8% | +19.9% | +7.3% |
| 3Y | +8.0% | -5.0% | +13.0% | +6.1% |
| 5Y | -37.8% | -27.8% | -10.0% | -35.4% |
| 10Y | +56.5% | +121.1% | -64.5% | +9.0% |
| All | +907.8% | +5,339.6% | -4,431.7% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling