+84.1%
CL vs DPZ
+129.5%
-45.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -0.8% | -3.5% | +2.8% | -0.3% |
| 30D | +9.5% | +5.7% | +3.8% | +8.8% |
| 3M | +6.8% | -7.5% | +14.2% | +7.7% |
| 6M | +14.3% | +6.2% | +8.1% | +13.2% |
| YTD | +27.0% | -19.8% | +46.8% | +29.8% |
| 1Y | +26.3% | -18.0% | +44.2% | +28.7% |
| 3Y | +39.3% | -8.8% | +48.1% | +39.1% |
| 5Y | +41.5% | -30.2% | +71.7% | +44.0% |
| 10Y | +84.1% | +132.0% | -47.9% | +64.2% |
| All | +84.1% | +129.5% | -45.4% | +64.2% |
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 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