-2.3%
CNC vs DPZ
-8.4%
+6.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -7.3% | -3.5% | -3.7% | -6.7% |
| 30D | +5.2% | +5.7% | -0.5% | +4.3% |
| 3M | +8.6% | -7.5% | +16.1% | +9.7% |
| 6M | +25.1% | +6.2% | +18.8% | +23.6% |
| YTD | +71.3% | -19.8% | +91.1% | +76.7% |
| 1Y | +99.3% | -18.0% | +117.3% | +104.7% |
| All | -2.3% | -8.4% | +6.1% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling