+263.5%
CLX vs DPZ
+5,460.8%
-5,197.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +12.4% | +9.5% | +2.9% | +11.0% |
| 30D | +21.1% | +12.8% | +8.3% | +19.0% |
| 3M | -3.3% | -6.2% | +2.9% | -2.5% |
| 6M | +18.8% | +4.3% | +14.6% | +18.0% |
| YTD | +3.9% | -16.6% | +20.5% | +6.2% |
| 1Y | -3.8% | -12.8% | +9.0% | -2.3% |
| 3Y | -10.5% | -0.8% | -9.7% | -11.4% |
| 5Y | -26.7% | -25.8% | -0.9% | -25.4% |
| 10Y | +19.9% | +130.9% | -111.0% | +1.6% |
| All | +263.5% | +5,460.8% | -5,197.3% | +93.7% |
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