+22.8%
CCJ vs DPZ
-29.1%
+51.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -3.2% |
| 7D | -3.2% | -8.6% | +5.4% | -4.5% |
| 30D | -1.3% | -11.2% | +9.9% | -2.9% |
| 3M | +2.5% | +1.4% | +1.1% | +3.7% |
| 6M | -18.9% | -19.9% | +1.0% | -17.5% |
| YTD | +6.5% | -23.0% | +29.5% | +7.6% |
| 1Y | +22.8% | -28.2% | +51.0% | +26.0% |
| All | +22.8% | -29.1% | +51.9% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling