-29.6%
CLS vs DPZ
-14.7%
-14.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.4% | -14.5% | -6.2% |
| 7D | -21.1% | +10.1% | -31.2% | -16.8% |
| 30D | -38.2% | +14.6% | -52.8% | -33.4% |
| 3M | -36.3% | -6.8% | -29.5% | -36.3% |
| 6M | -43.8% | +4.4% | -48.2% | -39.6% |
| YTD | -20.0% | -16.8% | -3.2% | -19.1% |
| 1Y | -29.6% | -14.5% | -15.1% | -24.8% |
| All | -29.6% | -14.7% | -14.9% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling