+5,967.0%
CF vs DPZ
+2,949.8%
+3,017.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | +6.0% | -2.5% | +8.6% | +6.7% |
| 30D | +14.8% | -7.0% | +21.8% | +16.9% |
| 3M | +14.1% | +11.6% | +2.5% | +9.9% |
| 6M | +28.5% | -15.2% | +43.7% | +32.8% |
| YTD | +74.9% | -17.2% | +92.2% | +81.6% |
| 1Y | +61.7% | -24.8% | +86.5% | +72.4% |
| 3Y | +80.3% | -8.7% | +89.0% | +77.9% |
| 5Y | +226.0% | -28.9% | +254.9% | +236.4% |
| 10Y | +569.9% | +153.6% | +416.2% | +323.6% |
| All | +5,967.0% | +2,949.8% | +3,017.2% | +1,057.3% |
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 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