+1.4%
CCL vs DPZ
-28.9%
+30.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.9% |
| 7D | -5.0% | -2.5% | -2.5% | -3.9% |
| 30D | -20.3% | -7.0% | -13.4% | -17.7% |
| 3M | -15.1% | +11.6% | -26.7% | -19.8% |
| 6M | -15.1% | -15.2% | +0.1% | -9.1% |
| YTD | -21.8% | -17.2% | -4.5% | -15.6% |
| 1Y | -24.8% | -24.8% | +0.1% | -15.1% |
| 3Y | +51.9% | -8.7% | +60.5% | +51.9% |
| All | +1.4% | -28.9% | +30.3% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling