+102.5%
CFG vs DPZ
-28.9%
+131.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +1.5% | -2.5% | +4.1% | +2.2% |
| 30D | -3.8% | -7.0% | +3.1% | -2.1% |
| 3M | +11.5% | +11.6% | -0.1% | +7.9% |
| 6M | +19.2% | -15.2% | +34.4% | +23.6% |
| YTD | +23.7% | -17.2% | +41.0% | +28.9% |
| 1Y | +38.8% | -24.8% | +63.7% | +48.5% |
| 3Y | +178.9% | -8.7% | +187.6% | +176.0% |
| All | +102.5% | -28.9% | +131.4% | +107.2% |
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