+208.5%
CFG vs DPZ
+140.2%
+68.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | 0.0% |
| 7D | +3.2% | +2.2% | +1.0% | +2.7% |
| 30D | +5.1% | +15.5% | -10.4% | +1.7% |
| 3M | -11.2% | -2.0% | -9.2% | -11.0% |
| 6M | +9.6% | +12.1% | -2.6% | +6.1% |
| YTD | +15.0% | -16.6% | +31.5% | +18.6% |
| 1Y | +29.9% | -14.6% | +44.4% | +33.2% |
| 3Y | +192.1% | -4.1% | +196.2% | +188.2% |
| 5Y | +62.3% | -28.3% | +90.6% | +66.2% |
| All | +208.5% | +140.2% | +68.3% | +137.3% |
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