-61.5%
CSGP vs DPZ
-27.3%
-34.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +13.9% | +9.5% | +4.4% | +9.9% |
| 30D | +16.0% | +12.8% | +3.2% | +10.7% |
| 3M | +6.1% | -6.2% | +12.3% | +8.6% |
| 6M | -8.2% | +4.3% | -12.4% | -9.8% |
| YTD | -52.3% | -16.6% | -35.7% | -49.4% |
| 1Y | -54.5% | -12.8% | -41.7% | -52.6% |
| 3Y | -58.6% | -0.8% | -57.7% | -60.4% |
| 5Y | -61.5% | -25.8% | -35.7% | -58.9% |
| All | -61.5% | -27.3% | -34.2% | -58.9% |
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