+316.4%
CFG vs DPZ
+408.2%
-91.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -12.0% | -6.2% | -5.8% | -10.9% |
| 6M | -2.2% | +4.2% | -6.5% | -3.7% |
| YTD | +11.4% | -18.4% | +29.8% | +15.5% |
| 1Y | +27.8% | -14.9% | +42.8% | +31.2% |
| 3Y | +173.3% | -4.6% | +177.9% | +170.0% |
| 5Y | +62.4% | -27.4% | +89.8% | +66.6% |
| 10Y | +249.6% | +125.9% | +123.7% | +165.5% |
| All | +316.4% | +408.2% | -91.8% | +169.8% |
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