-63.2%
CSGP vs DPZ
-27.1%
-36.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -3.8% |
| 7D | +1.3% | +6.6% | -5.3% | -1.2% |
| 30D | +10.7% | +10.3% | +0.4% | +6.6% |
| 3M | +3.3% | -6.2% | +9.4% | +5.7% |
| 6M | -10.3% | +4.2% | -14.6% | -11.8% |
| YTD | -54.6% | -18.4% | -36.2% | -51.4% |
| 1Y | -54.6% | -14.9% | -39.7% | -52.2% |
| 3Y | -60.3% | -4.6% | -55.7% | -61.5% |
| All | -63.2% | -27.1% | -36.1% | -60.1% |
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