+639.5%
CEG vs DPZ
-22.1%
+661.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.2% |
| 7D | +8.0% | -2.5% | +10.6% | +8.6% |
| 30D | +12.9% | -7.0% | +19.9% | +14.5% |
| 3M | +13.2% | +11.6% | +1.6% | +10.0% |
| 6M | -7.0% | -15.2% | +8.2% | -3.9% |
| YTD | -15.0% | -17.2% | +2.3% | -11.7% |
| 1Y | -2.7% | -24.8% | +22.1% | +3.4% |
| 3Y | +184.1% | -8.7% | +192.7% | +185.5% |
| All | +639.5% | -22.1% | +661.5% | +616.3% |
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