+1,328.7%
CNC vs DPZ
+5,417.8%
-4,089.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | +3.5% | -2.5% | +6.1% | +4.2% |
| 30D | +0.1% | -7.0% | +7.0% | +1.9% |
| 3M | +6.9% | +11.6% | -4.7% | +3.3% |
| 6M | +49.0% | -15.2% | +64.2% | +54.4% |
| YTD | +62.9% | -17.2% | +80.2% | +69.5% |
| 1Y | +134.0% | -24.8% | +158.8% | +149.5% |
| 3Y | +9.4% | -8.7% | +18.1% | +8.5% |
| 5Y | +4.1% | -28.9% | +33.1% | +7.9% |
| 10Y | +95.4% | +153.6% | -58.2% | +30.6% |
| All | +1,328.7% | +5,417.8% | -4,089.1% | +274.4% |
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 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