+41.1%
CLS vs DPZ
-25.6%
+66.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.1% |
| 7D | +4.6% | -2.5% | +7.1% | +3.5% |
| 30D | -13.9% | -7.0% | -6.9% | -16.0% |
| 3M | -26.6% | +11.6% | -38.2% | -21.2% |
| 6M | +15.4% | -15.2% | +30.6% | +13.6% |
| YTD | +5.7% | -17.2% | +22.9% | +2.0% |
| 1Y | +41.1% | -24.8% | +66.0% | +33.7% |
| All | +41.1% | -25.6% | +66.7% | +33.7% |
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 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