-23.1%
CEG vs DPZ
-16.5%
-6.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.5% | +10.5% |
| 7D | +7.3% | +3.7% | +3.7% | +7.9% |
| 30D | -7.4% | +8.0% | -15.4% | -6.4% |
| 3M | +2.5% | -4.2% | +6.6% | +2.4% |
| 6M | -8.8% | +4.6% | -13.4% | -7.6% |
| YTD | -21.5% | -18.4% | -3.1% | -19.0% |
| All | -23.1% | -16.5% | -6.6% | -20.0% |
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