-4.6%
DPZ vs CRL
+86.4%
-91.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.8% | -10.0% | -2.9% |
| 7D | +6.6% | -6.1% | +12.6% | +7.1% |
| 30D | +10.3% | +12.4% | -2.1% | +8.5% |
| 3M | -6.2% | +27.1% | -33.3% | -9.0% |
| 6M | +4.2% | +85.7% | -81.5% | -3.8% |
| YTD | -18.4% | +69.2% | -87.6% | -24.1% |
| 1Y | -14.9% | +97.5% | -112.5% | -22.5% |
| 3Y | -4.6% | +86.1% | -90.7% | -13.3% |
| All | -4.6% | +86.4% | -91.0% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling