+63.4%
CFG vs DPZ
-28.4%
+91.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.8% | -3.5% | +2.8% | +0.2% |
| 30D | +3.1% | +5.7% | -2.6% | +1.5% |
| 3M | -9.7% | -7.5% | -2.2% | -8.1% |
| 6M | +6.7% | +6.2% | +0.5% | +4.2% |
| YTD | +15.2% | -19.8% | +35.0% | +21.1% |
| 1Y | +28.8% | -18.0% | +46.7% | +34.4% |
| 3Y | +190.1% | -8.8% | +198.9% | +185.7% |
| 5Y | +63.4% | -30.2% | +93.6% | +55.0% |
| All | +63.4% | -28.4% | +91.8% | +55.0% |
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 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