+1,110.2%
DPZ vs CG
+351.2%
+759.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 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% | -21.3% |
| 3Y | -8.7% | +57.3% | -65.9% | -20.4% |
| 5Y | -28.9% | +10.2% | -39.1% | -35.4% |
| 10Y | +153.6% | +364.2% | -210.6% | +64.7% |
| All | +1,110.2% | +351.2% | +759.1% | +632.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling