+34.8%
CF vs DPZ
-14.7%
+49.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.4% | -9.8% | -3.8% |
| 7D | -6.9% | +10.1% | -17.0% | -5.9% |
| 30D | -3.7% | +14.6% | -18.3% | -2.3% |
| 3M | -5.0% | -6.8% | +1.8% | -5.4% |
| 6M | -10.5% | +4.4% | -14.9% | -10.2% |
| YTD | +46.5% | -16.8% | +63.3% | +48.5% |
| 1Y | +34.8% | -14.5% | +49.3% | +35.0% |
| All | +34.8% | -14.7% | +49.5% | +35.0% |
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