+58.5%
DPZ vs CLBK
+57.9%
+0.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +9.5% | +2.5% | +7.0% | +9.0% |
| 30D | +12.8% | -1.2% | +14.0% | +13.0% |
| 3M | -6.2% | +2.6% | -8.8% | -6.8% |
| 6M | +4.3% | +26.5% | -22.2% | +0.1% |
| YTD | -16.6% | +56.4% | -73.0% | -22.9% |
| 1Y | -12.8% | +58.8% | -71.6% | -19.6% |
| 3Y | -0.8% | +43.3% | -44.1% | -8.4% |
| 5Y | -25.8% | +24.0% | -49.8% | -30.9% |
| All | +58.5% | +57.9% | +0.6% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling