+1,179.6%
CCJ vs DPZ
+5,417.8%
-4,238.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +0.7% | -2.5% | +3.3% | +1.4% |
| 30D | +6.9% | -7.0% | +13.8% | +8.6% |
| 3M | -11.6% | +11.6% | -23.2% | -14.8% |
| 6M | -16.2% | -15.2% | -1.0% | -13.7% |
| YTD | +10.1% | -17.2% | +27.4% | +13.9% |
| 1Y | +32.3% | -24.8% | +57.1% | +39.9% |
| 3Y | +171.3% | -8.7% | +180.0% | +169.5% |
| 5Y | +372.4% | -28.9% | +401.3% | +391.5% |
| 10Y | +1,070.0% | +153.6% | +916.4% | +709.4% |
| All | +1,179.6% | +5,417.8% | -4,238.1% | +225.0% |
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 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