+1,751.5%
CLS vs DPZ
+125.0%
+1,626.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | -10.6% | +3.7% | -14.2% | -11.2% |
| 30D | -38.4% | +8.0% | -46.5% | -39.4% |
| 3M | -29.9% | -4.2% | -25.7% | -29.7% |
| 6M | -40.6% | +4.6% | -45.2% | -41.8% |
| YTD | -24.6% | -18.4% | -6.2% | -22.4% |
| 1Y | -30.8% | -16.8% | -14.0% | -29.2% |
| 3Y | +811.7% | -5.0% | +816.8% | +795.8% |
| 5Y | +1,838.4% | -27.8% | +1,866.2% | +1,879.0% |
| 10Y | +1,751.5% | +121.1% | +1,630.4% | +1,362.7% |
| All | +1,751.5% | +125.0% | +1,626.5% | +1,362.7% |
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 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