+3,542.1%
CLS vs DPZ
-30.2%
+3,572.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.3% | +5.9% |
| 7D | +12.8% | -1.5% | +14.2% | +13.0% |
| 30D | +3.8% | -4.4% | +8.2% | +4.5% |
| 3M | -14.6% | +7.6% | -22.3% | -16.4% |
| 6M | +32.2% | -16.9% | +49.2% | +37.6% |
| YTD | +11.6% | -18.6% | +30.2% | +16.6% |
| 1Y | +35.1% | -26.7% | +61.7% | +45.1% |
| 3Y | +1,312.5% | -9.3% | +1,321.9% | +1,298.2% |
| 5Y | +3,542.1% | -31.0% | +3,573.1% | +3,732.6% |
| All | +3,542.1% | -30.2% | +3,572.2% | +3,732.6% |
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