-18.0%
DPZ vs CLBK
+62.9%
-80.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.5% | +2.2% | -5.7% | -3.9% |
| 30D | +5.7% | +5.0% | +0.7% | +4.7% |
| 3M | -7.5% | +3.3% | -10.7% | -8.4% |
| 6M | +6.2% | +29.6% | -23.4% | +0.1% |
| YTD | -19.8% | +62.1% | -81.9% | -28.1% |
| 1Y | -18.0% | +64.3% | -82.3% | -27.5% |
| All | -18.0% | +62.9% | -80.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling