-26.9%
CLX vs DPZ
-27.1%
+0.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.7% |
| 7D | +13.6% | +6.6% | +7.0% | +12.1% |
| 30D | +23.4% | +10.3% | +13.1% | +20.9% |
| 3M | -2.8% | -6.2% | +3.3% | -1.8% |
| 6M | +14.0% | +4.2% | +9.7% | +12.8% |
| YTD | +4.2% | -18.4% | +22.6% | +7.2% |
| 1Y | -1.2% | -14.9% | +13.8% | +1.0% |
| 3Y | -12.7% | -4.6% | -8.1% | -13.2% |
| All | -26.9% | -27.1% | +0.2% | -26.1% |
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