+35.7%
CTSH vs DPZ
+134.3%
-98.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | -4.2% | -2.5% | -1.7% | -3.6% |
| 30D | +3.9% | +12.5% | -8.6% | +1.0% |
| 3M | +10.2% | -5.2% | +15.4% | +11.4% |
| 6M | +35.3% | +8.8% | +26.5% | +32.7% |
| YTD | -21.8% | -18.7% | -3.1% | -18.6% |
| 1Y | -12.1% | -15.7% | +3.5% | -9.3% |
| 3Y | +2.0% | -7.5% | +9.5% | +1.8% |
| 5Y | -15.3% | -30.1% | +14.8% | -12.1% |
| All | +35.7% | +134.3% | -98.6% | +22.3% |
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