+478.5%
CL vs DPZ
+5,460.8%
-4,982.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +5.9% | +9.5% | -3.6% | +4.6% |
| 30D | +13.8% | +12.8% | +1.0% | +11.8% |
| 3M | +6.4% | -6.2% | +12.6% | +7.3% |
| 6M | +15.6% | +4.3% | +11.4% | +14.6% |
| YTD | +27.9% | -16.6% | +44.5% | +30.6% |
| 1Y | +31.4% | -12.8% | +44.2% | +33.3% |
| 3Y | +41.4% | -0.8% | +42.2% | +39.4% |
| 5Y | +42.8% | -25.8% | +68.6% | +44.9% |
| 10Y | +79.7% | +130.9% | -51.2% | +49.6% |
| All | +478.5% | +5,460.8% | -4,982.3% | +177.7% |
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