-10.8%
CTSH vs DPZ
-16.5%
+5.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.3% | +3.7% | -6.0% | -4.0% |
| 30D | +7.4% | +8.0% | -0.6% | +3.3% |
| 3M | +10.9% | -4.2% | +15.1% | +13.0% |
| 6M | +24.7% | +4.6% | +20.1% | +20.3% |
| YTD | -22.0% | -18.4% | -3.6% | -20.6% |
| All | -10.8% | -16.5% | +5.8% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling