+155.0%
DPZ vs CRL
+247.0%
-92.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.4% |
| 7D | -2.5% | -1.0% | -1.5% | -2.3% |
| 30D | -7.0% | +10.7% | -17.6% | -9.0% |
| 3M | +11.6% | +55.3% | -43.7% | +1.3% |
| 6M | -15.2% | +60.7% | -75.8% | -24.2% |
| YTD | -17.2% | +44.6% | -61.9% | -24.7% |
| 1Y | -24.8% | +77.7% | -102.6% | -35.0% |
| 3Y | -8.7% | +37.6% | -46.3% | -19.6% |
| 5Y | -28.9% | -35.8% | +6.9% | -26.2% |
| All | +155.0% | +247.0% | -92.0% | +69.2% |
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