-1.3%
CNC vs DPZ
-10.0%
+8.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.5% |
| 7D | -1.0% | -1.5% | +0.5% | -0.8% |
| 30D | -1.8% | -4.4% | +2.6% | -1.3% |
| 3M | -0.7% | +7.6% | -8.3% | -1.9% |
| 6M | +47.9% | -16.9% | +64.9% | +51.9% |
| YTD | +56.9% | -18.6% | +75.6% | +61.4% |
| 1Y | +123.9% | -26.7% | +150.6% | +133.7% |
| 3Y | -1.3% | -9.3% | +8.0% | +0.6% |
| All | -1.3% | -10.0% | +8.7% | +0.6% |
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