+4,080.4%
CSX vs DPZ
+5,417.8%
-1,337.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | -3.4% | -2.5% | -0.8% | -2.7% |
| 30D | -3.1% | -7.0% | +3.9% | -1.1% |
| 3M | +7.2% | +11.6% | -4.4% | +3.0% |
| 6M | +16.2% | -15.2% | +31.3% | +20.8% |
| YTD | +37.5% | -17.2% | +54.8% | +43.8% |
| 1Y | +53.2% | -24.8% | +78.1% | +64.6% |
| 3Y | +68.2% | -8.7% | +76.9% | +66.5% |
| 5Y | +65.2% | -28.9% | +94.1% | +72.7% |
| 10Y | +504.1% | +153.6% | +350.5% | +291.6% |
| All | +4,080.4% | +5,417.8% | -1,337.4% | +709.7% |
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 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