+133.6%
CCL vs DPZ
-4.7%
+138.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.5% |
| 7D | -1.2% | +2.2% | -3.4% | -2.2% |
| 30D | +13.1% | +15.5% | -2.4% | +6.3% |
| 3M | +3.4% | -2.0% | +5.4% | +3.8% |
| 6M | +18.7% | +12.1% | +6.6% | +12.2% |
| YTD | -2.3% | -16.6% | +14.3% | +4.3% |
| 1Y | +14.2% | -14.6% | +28.8% | +20.6% |
| 3Y | +133.6% | -4.1% | +137.7% | +124.7% |
| All | +133.6% | -4.7% | +138.3% | +124.7% |
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