+6,204.2%
CRM vs DPZ
+5,326.0%
+878.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.3% |
| 7D | -3.5% | -1.5% | -2.0% | -3.0% |
| 30D | +29.3% | -4.4% | +33.7% | +30.9% |
| 3M | +36.8% | +7.6% | +29.2% | +32.7% |
| 6M | +23.9% | -16.9% | +40.8% | +31.2% |
| YTD | -5.5% | -18.6% | +13.1% | +0.6% |
| 1Y | -0.4% | -26.7% | +26.2% | +9.7% |
| 3Y | +12.8% | -9.3% | +22.1% | +12.3% |
| 5Y | -3.5% | -31.0% | +27.5% | +4.4% |
| 10Y | +238.4% | +152.4% | +86.1% | +115.1% |
| All | +6,204.2% | +5,326.0% | +878.2% | +816.8% |
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 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