+757.7%
CCI vs DPZ
+5,417.8%
-4,660.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.4% |
| 7D | -0.4% | -2.5% | +2.1% | +0.3% |
| 30D | +2.7% | -7.0% | +9.7% | +4.6% |
| 3M | -18.2% | +11.6% | -29.8% | -20.9% |
| 6M | -14.8% | -15.2% | +0.4% | -11.4% |
| YTD | -12.6% | -17.2% | +4.7% | -8.7% |
| 1Y | -16.7% | -24.8% | +8.1% | -10.9% |
| 3Y | -10.5% | -8.7% | -1.8% | -11.0% |
| 5Y | -51.4% | -28.9% | -22.5% | -49.3% |
| 10Y | +20.0% | +153.6% | -133.6% | -19.8% |
| All | +757.7% | +5,417.8% | -4,660.1% | +80.8% |
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