+145.0%
DPZ vs CRL
+350.3%
-205.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +15.5% | +11.9% | +3.6% | +12.2% |
| 3M | -2.0% | +20.2% | -22.2% | -6.4% |
| 6M | +12.1% | +107.5% | -95.4% | -5.1% |
| YTD | -16.6% | +69.4% | -86.0% | -27.0% |
| 1Y | -14.6% | +99.7% | -114.3% | -28.0% |
| 3Y | -4.1% | +98.8% | -102.9% | -23.2% |
| 5Y | -28.3% | -12.4% | -15.9% | -30.9% |
| All | +145.0% | +350.3% | -205.2% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling