+128.9%
DPZ vs CRL
+351.4%
-222.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +1.1% |
| 7D | +9.5% | -16.8% | +26.3% | +13.2% |
| 30D | +12.8% | +2.6% | +10.2% | +11.6% |
| 3M | -6.2% | +20.1% | -26.3% | -10.4% |
| 6M | +4.3% | +68.8% | -64.6% | -7.8% |
| YTD | -16.6% | +56.9% | -73.5% | -25.8% |
| 1Y | -12.8% | +86.7% | -99.5% | -25.5% |
| 3Y | -0.8% | +72.1% | -72.9% | -17.8% |
| 5Y | -25.8% | -16.6% | -9.2% | -27.8% |
| All | +128.9% | +351.4% | -222.5% | +46.9% |
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