+838.1%
CLS vs DPZ
-4.7%
+842.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.5% | -7.9% | -5.3% |
| 7D | +16.3% | +2.2% | +14.1% | +16.4% |
| 30D | -25.7% | +15.5% | -41.2% | -25.6% |
| 3M | -30.9% | -2.0% | -28.9% | -30.3% |
| 6M | -35.5% | +12.1% | -47.6% | -35.9% |
| YTD | -18.7% | -16.6% | -2.1% | -14.4% |
| 1Y | -17.9% | -14.6% | -3.3% | -14.2% |
| 3Y | +838.1% | -4.1% | +842.2% | +820.7% |
| All | +838.1% | -4.7% | +842.8% | +820.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling