+264.5%
CLX vs DPZ
+5,341.2%
-5,076.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.6% |
| 7D | +13.6% | +6.6% | +7.0% | +12.6% |
| 30D | +23.4% | +10.3% | +13.1% | +21.6% |
| 3M | -2.8% | -6.2% | +3.3% | -2.0% |
| 6M | +14.0% | +4.2% | +9.7% | +13.2% |
| YTD | +4.2% | -18.4% | +22.6% | +6.8% |
| 1Y | -1.2% | -14.9% | +13.8% | +0.8% |
| 3Y | -12.7% | -4.6% | -8.1% | -13.0% |
| 5Y | -26.5% | -27.4% | +0.9% | -24.9% |
| 10Y | +20.2% | +125.9% | -105.7% | +2.1% |
| All | +264.5% | +5,341.2% | -5,076.7% | +94.8% |
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