+38.7%
CTSH vs DPZ
+116.9%
-78.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | +1.8% | +2.2% | -0.3% | +1.3% |
| 30D | +9.8% | +6.7% | +3.1% | +8.0% |
| 3M | +12.1% | -4.5% | +16.7% | +13.2% |
| 6M | +27.4% | +3.3% | +24.1% | +26.4% |
| YTD | -20.3% | -19.4% | -0.8% | -16.8% |
| 1Y | -8.8% | -17.3% | +8.5% | -5.4% |
| 3Y | +4.0% | -8.4% | +12.4% | +4.1% |
| 5Y | -12.2% | -28.2% | +16.0% | -9.3% |
| 10Y | +38.7% | +130.9% | -92.2% | +23.5% |
| All | +38.7% | +116.9% | -78.2% | +23.5% |
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