+75.7%
CCJ vs DPZ
-3.1%
+78.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.6% |
| 7D | -7.3% | +6.6% | -13.9% | -8.1% |
| 30D | -20.0% | +10.3% | -30.2% | -21.1% |
| 3M | -23.8% | -6.2% | -17.7% | -23.2% |
| 6M | -42.4% | +4.2% | -46.6% | -43.0% |
| YTD | -22.1% | -18.4% | -3.7% | -18.3% |
| 1Y | -20.8% | -14.9% | -5.9% | -18.2% |
| 3Y | +75.7% | -4.6% | +80.4% | +84.0% |
| All | +75.7% | -3.1% | +78.9% | +84.0% |
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 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