+145.0%
DPZ vs CG
+278.5%
-133.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.3% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +15.5% | +11.2% | +4.3% | +12.9% |
| 3M | -2.0% | -22.1% | +20.1% | +2.8% |
| 6M | +12.1% | -17.9% | +30.1% | +16.2% |
| YTD | -16.6% | -31.3% | +14.7% | -11.0% |
| 1Y | -14.6% | -24.0% | +9.4% | -10.9% |
| 3Y | -4.1% | +45.0% | -49.1% | -15.5% |
| 5Y | -28.3% | -22.6% | -5.7% | -30.9% |
| All | +145.0% | +278.5% | -133.4% | +76.1% |
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