+568.0%
CF vs DPZ
+123.5%
+444.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +1.0% |
| 7D | -3.2% | +6.6% | -9.7% | -4.1% |
| 30D | +4.3% | +10.3% | -6.0% | +2.7% |
| 3M | +2.8% | -6.2% | +9.0% | +3.5% |
| 6M | +0.6% | +4.2% | -3.6% | -0.6% |
| YTD | +56.6% | -18.4% | +75.0% | +60.3% |
| 1Y | +49.6% | -14.9% | +64.5% | +52.0% |
| 3Y | +61.5% | -4.6% | +66.1% | +59.5% |
| 5Y | +124.0% | -27.4% | +151.4% | +128.5% |
| All | +568.0% | +123.5% | +444.5% | +445.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling