-64.8%
CSGP vs DPZ
-28.9%
-35.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.8% |
| 7D | -4.1% | -2.5% | -1.5% | -3.2% |
| 30D | +2.3% | -7.0% | +9.3% | +5.0% |
| 3M | -8.2% | +11.6% | -19.8% | -11.8% |
| 6M | -35.1% | -15.2% | -19.9% | -31.6% |
| YTD | -54.0% | -17.2% | -36.8% | -51.2% |
| 1Y | -65.3% | -24.8% | -40.5% | -62.1% |
| 3Y | -62.6% | -8.7% | -53.9% | -62.9% |
| All | -64.8% | -28.9% | -35.9% | -60.7% |
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