+92.2%
CNC vs DPZ
+145.4%
-53.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | -3.9% | -8.6% | +4.7% | -2.3% |
| 30D | +0.8% | -11.2% | +12.0% | +2.9% |
| 3M | +0.1% | +1.4% | -1.3% | -0.6% |
| 6M | +79.7% | -19.9% | +99.6% | +86.0% |
| YTD | +58.9% | -23.0% | +81.9% | +65.7% |
| 1Y | +109.1% | -28.2% | +137.4% | +120.8% |
| 3Y | 0.0% | -14.2% | +14.2% | +0.8% |
| 5Y | +9.5% | -33.4% | +42.9% | +14.2% |
| All | +92.2% | +145.4% | -53.2% | +33.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling