+4,981.1%
CF vs DPZ
+2,965.2%
+2,015.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.4% | -9.8% | -5.9% |
| 7D | -6.9% | +10.1% | -17.0% | -9.4% |
| 30D | -3.7% | +14.6% | -18.3% | -7.5% |
| 3M | -5.0% | -6.8% | +1.8% | -3.7% |
| 6M | -10.5% | +4.4% | -14.9% | -12.6% |
| YTD | +46.5% | -16.8% | +63.3% | +51.3% |
| 1Y | +34.8% | -14.5% | +49.3% | +38.0% |
| 3Y | +46.7% | -1.1% | +47.8% | +41.0% |
| 5Y | +112.0% | -28.0% | +140.0% | +117.5% |
| 10Y | +529.7% | +130.2% | +399.5% | +310.2% |
| All | +4,981.1% | +2,965.2% | +2,015.9% | +863.9% |
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