+1,077.9%
CTSH vs DPZ
+5,341.2%
-4,263.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -2.0% |
| 7D | -0.6% | +6.6% | -7.2% | -2.6% |
| 30D | +13.4% | +10.3% | +3.1% | +9.9% |
| 3M | +14.4% | -6.2% | +20.6% | +16.5% |
| 6M | +27.7% | +4.2% | +23.5% | +26.1% |
| YTD | -20.6% | -18.4% | -2.2% | -15.9% |
| 1Y | -9.1% | -14.9% | +5.8% | -5.0% |
| 3Y | +3.1% | -4.6% | +7.7% | +1.6% |
| 5Y | -11.8% | -27.4% | +15.6% | -7.3% |
| 10Y | +42.7% | +125.9% | -83.2% | -5.5% |
| All | +1,077.9% | +5,341.2% | -4,263.3% | +157.5% |
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 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