+1,071.0%
CLS vs DPZ
+5,341.2%
-4,270.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | -22.2% | +6.6% | -28.7% | -23.8% |
| 30D | -44.4% | +10.3% | -54.7% | -46.3% |
| 3M | -34.3% | -6.2% | -28.1% | -33.9% |
| 6M | -50.1% | +4.2% | -54.3% | -51.9% |
| YTD | -30.1% | -18.4% | -11.7% | -27.8% |
| 1Y | -39.3% | -14.9% | -24.4% | -38.4% |
| 3Y | +732.7% | -4.6% | +737.3% | +700.4% |
| 5Y | +1,777.2% | -27.4% | +1,804.6% | +1,828.4% |
| 10Y | +1,645.6% | +125.9% | +1,519.7% | +1,016.7% |
| All | +1,071.0% | +5,341.2% | -4,270.2% | +104.5% |
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