+1,669.7%
CLS vs DPZ
+5,417.8%
-3,748.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | +4.6% | -2.5% | +7.1% | +5.3% |
| 30D | -13.9% | -7.0% | -6.9% | -12.3% |
| 3M | -26.6% | +11.6% | -38.2% | -30.0% |
| 6M | +15.4% | -15.2% | +30.6% | +19.2% |
| YTD | +5.7% | -17.2% | +22.9% | +9.6% |
| 1Y | +41.1% | -24.8% | +66.0% | +50.1% |
| 3Y | +1,228.6% | -8.7% | +1,237.3% | +1,206.6% |
| 5Y | +3,240.6% | -28.9% | +3,269.6% | +3,380.6% |
| 10Y | +2,760.3% | +153.6% | +2,606.7% | +1,669.9% |
| All | +1,669.7% | +5,417.8% | -3,748.1% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling