+1,418.8%
CNC vs DPZ
+5,462.3%
-4,043.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.7% |
| 7D | +2.2% | +2.2% | 0.0% | +1.6% |
| 30D | +1.6% | +15.5% | -13.9% | -2.1% |
| 3M | +7.9% | -2.0% | +9.9% | +8.4% |
| 6M | +21.2% | +12.1% | +9.0% | +16.9% |
| YTD | +73.2% | -16.6% | +89.8% | +79.8% |
| 1Y | +97.5% | -14.6% | +112.1% | +103.7% |
| 3Y | -1.2% | -4.1% | +2.9% | -3.2% |
| 5Y | -6.1% | -28.3% | +22.3% | -2.7% |
| 10Y | +181.3% | +141.3% | +40.0% | +91.2% |
| All | +1,418.8% | +5,462.3% | -4,043.5% | +297.1% |
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