-27.5%
DPZ vs CLBK
+24.6%
-52.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | +6.6% | +0.6% | +5.9% | +6.5% |
| 30D | +10.3% | +2.9% | +7.4% | +9.8% |
| 3M | -6.2% | +3.0% | -9.1% | -6.7% |
| 6M | +4.2% | +27.3% | -23.0% | +0.1% |
| YTD | -18.4% | +58.0% | -76.4% | -24.4% |
| 1Y | -14.9% | +62.4% | -77.3% | -21.6% |
| 3Y | -4.6% | +46.9% | -51.6% | -12.0% |
| All | -27.5% | +24.6% | -52.1% | -33.2% |
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