-28.8%
DPZ vs CLBK
+42.8%
-71.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | +1.2% | -3.8% | -2.7% |
| 30D | -7.0% | +9.1% | -16.1% | -8.3% |
| 3M | +11.6% | +27.7% | -16.1% | +7.4% |
| 6M | -15.2% | +40.8% | -56.0% | -19.6% |
| YTD | -17.2% | +66.4% | -83.6% | -23.7% |
| 1Y | -24.8% | +72.4% | -97.2% | -31.1% |
| 3Y | -8.7% | +50.7% | -59.3% | -15.7% |
| All | -28.8% | +42.8% | -71.6% | -34.7% |
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