+112.0%
CF vs DPZ
-27.1%
+139.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +0.9% |
| 7D | -3.2% | +6.6% | -9.7% | -3.8% |
| 30D | +4.3% | +10.3% | -6.0% | +3.2% |
| 3M | +2.8% | -6.2% | +9.0% | +3.4% |
| 6M | +0.6% | +4.2% | -3.6% | -0.3% |
| YTD | +56.6% | -18.4% | +75.0% | +60.0% |
| 1Y | +49.6% | -14.9% | +64.5% | +51.8% |
| 3Y | +61.5% | -4.6% | +66.1% | +60.8% |
| All | +112.0% | -27.1% | +139.1% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling