+481.0%
CF vs DPZ
+116.9%
+364.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | +4.8% | +2.2% | +2.6% | +4.4% |
| 30D | +9.7% | +6.7% | +3.0% | +8.5% |
| 3M | +1.2% | -4.5% | +5.8% | +1.7% |
| 6M | +7.4% | +3.3% | +4.1% | +6.2% |
| YTD | +60.5% | -19.4% | +80.0% | +64.6% |
| 1Y | +50.7% | -17.3% | +68.0% | +53.9% |
| 3Y | +64.8% | -8.4% | +73.2% | +63.8% |
| 5Y | +115.8% | -28.2% | +144.0% | +120.5% |
| 10Y | +481.0% | +130.9% | +350.2% | +369.4% |
| All | +481.0% | +116.9% | +364.2% | +369.4% |
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