-25.3%
CCL vs DPZ
-26.3%
+1.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -0.7% |
| 7D | -0.1% | -1.5% | +1.3% | +0.4% |
| 30D | -20.0% | -4.4% | -15.5% | -18.6% |
| 3M | -13.7% | +7.6% | -21.3% | -16.0% |
| 6M | -9.0% | -16.9% | +7.9% | -3.6% |
| YTD | -22.8% | -18.6% | -4.2% | -17.0% |
| 1Y | -25.3% | -26.7% | +1.3% | -17.0% |
| All | -25.3% | -26.3% | +1.0% | -17.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling