+22.5%
CTSH vs DPZ
+150.4%
-127.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.2% | -3.4% |
| 7D | -5.5% | -1.5% | -4.0% | -5.1% |
| 30D | +4.5% | -4.4% | +8.9% | +5.6% |
| 3M | +13.7% | +7.6% | +6.1% | +11.9% |
| 6M | -8.4% | -16.9% | +8.6% | -4.9% |
| YTD | -26.5% | -18.6% | -7.9% | -23.5% |
| 1Y | -13.9% | -26.7% | +12.7% | -8.4% |
| 3Y | -11.3% | -9.3% | -2.0% | -11.1% |
| 5Y | -14.8% | -31.0% | +16.2% | -11.5% |
| 10Y | +22.5% | +152.4% | -129.8% | +2.8% |
| All | +22.5% | +150.4% | -127.9% | +2.8% |
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