+237.6%
CFG vs DPZ
+123.5%
+114.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.4% |
| 7D | -0.9% | +6.6% | -7.5% | -2.3% |
| 30D | +1.1% | +10.3% | -9.2% | -1.1% |
| 3M | -12.0% | -6.2% | -5.8% | -11.0% |
| 6M | -2.2% | +4.2% | -6.5% | -3.7% |
| YTD | +11.4% | -18.4% | +29.8% | +15.4% |
| 1Y | +27.8% | -14.9% | +42.8% | +31.1% |
| 3Y | +173.3% | -4.6% | +177.9% | +170.1% |
| 5Y | +62.4% | -27.4% | +89.8% | +66.0% |
| All | +237.6% | +123.5% | +114.1% | +181.0% |
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