-2.5%
DPZ vs CRL
+72.9%
-75.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +0.7% |
| 7D | +9.5% | -16.8% | +26.3% | +11.4% |
| 30D | +12.8% | +2.6% | +10.2% | +12.0% |
| 3M | -6.2% | +20.1% | -26.3% | -8.6% |
| 6M | +4.3% | +68.8% | -64.6% | -2.8% |
| YTD | -16.6% | +56.9% | -73.5% | -21.8% |
| 1Y | -12.8% | +86.7% | -99.5% | -20.2% |
| All | -2.5% | +72.9% | -75.4% | -10.7% |
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