-2.7%
CRM vs DPZ
-33.4%
+30.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -8.1% | -8.6% | +0.5% | -5.3% |
| 30D | +23.1% | -11.2% | +34.3% | +27.8% |
| 3M | +42.5% | +1.4% | +41.1% | +41.1% |
| 6M | +25.3% | -19.9% | +45.2% | +33.8% |
| YTD | -7.8% | -23.0% | +15.2% | -0.4% |
| 1Y | +1.0% | -28.2% | +29.2% | +11.6% |
| 3Y | +10.0% | -14.2% | +24.2% | +9.9% |
| All | -2.7% | -33.4% | +30.7% | +18.4% |
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 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