+1,119.7%
DPZ vs CG
+283.8%
+835.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +1.6% |
| 7D | +9.5% | -1.5% | +11.0% | +9.8% |
| 30D | +12.8% | +2.8% | +10.0% | +12.1% |
| 3M | -6.2% | -19.2% | +13.0% | -2.3% |
| 6M | +4.3% | -21.0% | +25.2% | +8.8% |
| YTD | -16.6% | -31.0% | +14.4% | -11.1% |
| 1Y | -12.8% | -21.1% | +8.2% | -9.7% |
| 3Y | -0.8% | +48.8% | -49.6% | -12.7% |
| 5Y | -25.8% | -21.5% | -4.3% | -28.0% |
| 10Y | +130.9% | +298.1% | -167.2% | +54.7% |
| All | +1,119.7% | +283.8% | +835.8% | +662.0% |
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