+245.6%
CRH vs DPZ
+141.0%
+104.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | -6.1% | -8.6% | +2.6% | -4.0% |
| 30D | -9.3% | -11.9% | +2.6% | -6.6% |
| 3M | -15.2% | +0.4% | -15.6% | -15.5% |
| 6M | -14.2% | -19.9% | +5.7% | -10.1% |
| YTD | -28.3% | -24.4% | -3.8% | -23.9% |
| 1Y | -21.8% | -30.4% | +8.7% | -15.4% |
| 3Y | +71.6% | -17.4% | +89.0% | +76.9% |
| 5Y | +96.6% | -34.6% | +131.2% | +107.1% |
| All | +245.6% | +141.0% | +104.6% | +166.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling