+3.4%
CNC vs DPZ
-34.0%
+37.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.2% |
| 7D | -4.9% | -7.3% | +2.4% | -3.9% |
| 30D | -3.8% | -7.6% | +3.8% | -2.8% |
| 3M | -3.2% | +1.8% | -5.1% | -3.8% |
| 6M | +47.9% | -21.8% | +69.7% | +52.8% |
| YTD | +55.7% | -22.0% | +77.7% | +60.7% |
| 1Y | +106.2% | -28.6% | +134.9% | +115.6% |
| 3Y | -2.1% | -13.1% | +11.0% | -1.1% |
| 5Y | +3.4% | -33.2% | +36.6% | +7.6% |
| All | +3.4% | -34.0% | +37.4% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling