+155.0%
DPZ vs CG
+359.8%
-204.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -2.5% | -4.3% | +1.8% | -1.7% |
| 30D | -7.0% | -5.1% | -1.9% | -6.1% |
| 3M | +11.6% | +8.7% | +2.9% | +9.6% |
| 6M | -15.2% | -9.2% | -5.9% | -14.0% |
| YTD | -17.2% | -18.9% | +1.6% | -14.5% |
| 1Y | -24.8% | -25.6% | +0.8% | -21.2% |
| 3Y | -8.7% | +57.3% | -65.9% | -20.6% |
| 5Y | -28.9% | +10.2% | -39.1% | -35.8% |
| All | +155.0% | +359.8% | -204.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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