+65.2%
CSGP vs DPZ
+123.5%
-58.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -4.0% |
| 7D | +1.3% | +6.6% | -5.3% | -0.6% |
| 30D | +10.7% | +10.3% | +0.4% | +7.7% |
| 3M | +3.3% | -6.2% | +9.4% | +5.2% |
| 6M | -10.3% | +4.2% | -14.6% | -11.3% |
| YTD | -54.6% | -18.4% | -36.2% | -52.1% |
| 1Y | -54.6% | -14.9% | -39.7% | -52.7% |
| 3Y | -60.3% | -4.6% | -55.7% | -60.5% |
| 5Y | -63.3% | -27.4% | -35.9% | -61.6% |
| All | +65.2% | +123.5% | -58.3% | +35.4% |
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 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