-28.5%
CEG vs DPZ
-14.8%
-13.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.4% | +4.0% |
| 7D | -4.7% | +6.6% | -11.3% | -4.0% |
| 30D | -16.6% | +10.3% | -26.9% | -15.6% |
| 3M | -4.1% | -6.2% | +2.0% | -4.3% |
| 6M | -22.3% | +4.2% | -26.6% | -21.3% |
| YTD | -28.9% | -18.4% | -10.5% | -26.4% |
| 1Y | -28.5% | -14.9% | -13.5% | -25.1% |
| All | -28.5% | -14.8% | -13.7% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling