-0.5%
CCL vs DPZ
+5,341.2%
-5,341.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.2% |
| 7D | +3.1% | +6.6% | -3.4% | +1.0% |
| 30D | +13.7% | +10.3% | +3.4% | +10.0% |
| 3M | +3.8% | -6.2% | +10.0% | +5.9% |
| 6M | +9.3% | +4.2% | +5.0% | +7.3% |
| YTD | -1.1% | -18.4% | +17.3% | +4.9% |
| 1Y | +14.6% | -14.9% | +29.5% | +19.8% |
| 3Y | +146.4% | -4.6% | +151.0% | +145.7% |
| 5Y | +21.9% | -27.4% | +49.3% | +31.0% |
| 10Y | -29.4% | +125.9% | -155.4% | -53.5% |
| All | -0.5% | +5,341.2% | -5,341.7% | -80.6% |
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