-51.4%
CLF vs DPZ
-27.1%
-24.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +2.3% |
| 7D | -19.6% | +6.6% | -26.1% | -21.4% |
| 30D | -5.0% | +10.3% | -15.3% | -8.4% |
| 3M | -6.3% | -6.2% | -0.1% | -4.9% |
| 6M | +2.8% | +4.2% | -1.5% | -0.3% |
| YTD | -13.7% | -18.4% | +4.7% | -8.6% |
| 1Y | +13.6% | -14.9% | +28.5% | +18.0% |
| 3Y | -34.0% | -4.6% | -29.4% | -35.5% |
| All | -51.4% | -27.1% | -24.3% | -51.2% |
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 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