+639.7%
CEG vs DPZ
-23.4%
+663.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | +6.7% | -1.5% | +8.1% | +7.0% |
| 30D | +11.0% | -4.4% | +15.4% | +11.9% |
| 3M | +19.5% | +7.6% | +11.8% | +17.0% |
| 6M | -5.9% | -16.9% | +11.1% | -2.3% |
| YTD | -15.0% | -18.6% | +3.7% | -11.3% |
| 1Y | +0.6% | -26.7% | +27.3% | +7.6% |
| 3Y | +180.6% | -9.3% | +189.9% | +182.3% |
| All | +639.7% | -23.4% | +663.1% | +618.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling