+5,650.9%
DPZ vs CRL
+644.1%
+5,006.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -7.3% | +12.7% | +7.4% |
| 7D | +10.1% | -12.8% | +22.8% | +13.8% |
| 30D | +14.6% | +5.0% | +9.6% | +12.3% |
| 3M | -6.8% | +39.4% | -46.1% | -16.1% |
| 6M | +4.4% | +89.4% | -85.0% | -14.6% |
| YTD | -16.8% | +63.6% | -80.4% | -30.0% |
| 1Y | -14.5% | +83.5% | -97.9% | -30.5% |
| 3Y | -1.1% | +79.4% | -80.5% | -24.4% |
| 5Y | -28.0% | -14.0% | -14.0% | -32.3% |
| 10Y | +130.2% | +378.5% | -248.3% | +8.9% |
| All | +5,650.9% | +644.1% | +5,006.8% | +1,849.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling