+925.3%
CCI vs DPZ
+5,272.5%
-4,347.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.1% |
| 7D | +3.2% | +2.2% | +1.0% | +2.7% |
| 30D | +12.2% | +6.7% | +5.5% | +10.2% |
| 3M | +23.1% | -4.5% | +27.7% | +24.3% |
| 6M | +1.3% | +3.3% | -2.0% | -0.2% |
| YTD | +4.5% | -19.4% | +23.9% | +9.8% |
| 1Y | +2.3% | -17.3% | +19.6% | +6.6% |
| 3Y | +9.8% | -8.4% | +18.2% | +9.0% |
| 5Y | -36.5% | -28.2% | -8.3% | -34.0% |
| 10Y | +64.7% | +130.9% | -66.2% | +13.0% |
| All | +925.3% | +5,272.5% | -4,347.2% | +117.3% |
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 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