-28.2%
DPZ vs CLBK
+28.2%
-56.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +2.2% | +2.4% | -0.3% | +1.8% |
| 30D | +6.7% | +4.9% | +1.8% | +5.9% |
| 3M | -4.5% | +5.3% | -9.8% | -5.5% |
| 6M | +3.3% | +28.3% | -25.0% | -0.9% |
| YTD | -19.4% | +61.1% | -80.6% | -25.6% |
| 1Y | -17.3% | +62.4% | -79.6% | -23.7% |
| 3Y | -8.4% | +54.7% | -63.0% | -16.2% |
| 5Y | -28.2% | +27.4% | -55.6% | -34.1% |
| All | -28.2% | +28.2% | -56.4% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling