+362.4%
CFG vs DPZ
+415.4%
-53.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +1.5% | -2.5% | +4.1% | +2.1% |
| 30D | -3.8% | -7.0% | +3.1% | -2.4% |
| 3M | +11.5% | +11.6% | -0.1% | +8.4% |
| 6M | +19.2% | -15.2% | +34.4% | +22.9% |
| YTD | +23.7% | -17.2% | +41.0% | +28.0% |
| 1Y | +38.8% | -24.8% | +63.7% | +46.8% |
| 3Y | +178.9% | -8.7% | +187.6% | +178.4% |
| 5Y | +101.8% | -28.9% | +130.7% | +107.8% |
| 10Y | +317.3% | +153.6% | +163.6% | +208.2% |
| All | +362.4% | +415.4% | -53.0% | +199.1% |
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