+22.8%
CCL vs DPZ
-27.1%
+49.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.5% |
| 7D | +3.1% | +6.6% | -3.4% | +0.1% |
| 30D | +13.7% | +10.3% | +3.4% | +8.3% |
| 3M | +3.8% | -6.2% | +10.0% | +6.7% |
| 6M | +9.3% | +4.2% | +5.0% | +6.2% |
| YTD | -1.1% | -18.4% | +17.3% | +7.6% |
| 1Y | +14.6% | -14.9% | +29.5% | +22.1% |
| 3Y | +146.4% | -4.6% | +151.0% | +139.0% |
| All | +22.8% | -27.1% | +49.9% | +13.7% |
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 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