-2.5%
CLX vs DPZ
+150.4%
-152.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -3.5% | -1.5% | -2.1% | -3.3% |
| 30D | -11.9% | -4.4% | -7.4% | -11.3% |
| 3M | -2.6% | +7.6% | -10.3% | -3.7% |
| 6M | -18.2% | -16.9% | -1.2% | -16.4% |
| YTD | -5.9% | -18.6% | +12.7% | -3.6% |
| 1Y | -23.8% | -26.7% | +2.8% | -21.0% |
| 3Y | -33.6% | -9.3% | -24.3% | -33.3% |
| 5Y | -35.7% | -31.0% | -4.7% | -34.3% |
| 10Y | -2.5% | +152.4% | -154.9% | -15.9% |
| All | -2.5% | +150.4% | -152.9% | -15.9% |
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