+518.2%
CEG vs DPZ
-23.2%
+541.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.4% | +4.7% |
| 7D | -4.7% | +6.6% | -11.3% | -5.9% |
| 30D | -16.6% | +10.3% | -26.9% | -18.3% |
| 3M | -4.1% | -6.2% | +2.0% | -3.2% |
| 6M | -22.3% | +4.2% | -26.6% | -23.6% |
| YTD | -28.9% | -18.4% | -10.5% | -26.1% |
| 1Y | -28.5% | -14.9% | -13.5% | -26.5% |
| 3Y | +104.3% | -4.6% | +108.9% | +102.7% |
| All | +518.2% | -23.2% | +541.4% | +499.1% |
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 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