+234.5%
CLX vs DPZ
+5,417.8%
-5,183.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | -9.2% | -2.5% | -6.7% | -8.9% |
| 30D | -11.0% | -7.0% | -4.1% | -10.2% |
| 3M | +5.0% | +11.6% | -6.6% | +3.3% |
| 6M | -18.8% | -15.2% | -3.6% | -17.1% |
| YTD | -4.4% | -17.2% | +12.8% | -2.2% |
| 1Y | -21.9% | -24.8% | +3.0% | -19.0% |
| 3Y | -32.8% | -8.7% | -24.1% | -32.7% |
| 5Y | -34.6% | -28.9% | -5.6% | -33.0% |
| 10Y | -4.7% | +153.6% | -158.3% | -20.4% |
| All | +234.5% | +5,417.8% | -5,183.3% | +78.4% |
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