+124.0%
DPZ vs CRS
+908.2%
-784.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | +6.6% | -1.7% | +8.2% | +6.7% |
| 30D | +10.3% | -28.8% | +39.1% | +13.1% |
| 3M | -6.2% | -50.0% | +43.8% | -0.9% |
| 6M | +4.2% | -39.2% | +43.4% | +7.7% |
| YTD | -18.4% | -11.4% | -7.0% | -19.0% |
| 1Y | -14.9% | -11.7% | -3.2% | -15.5% |
| 3Y | -4.6% | +319.6% | -324.3% | -19.8% |
| 5Y | -27.4% | +794.8% | -822.2% | -43.6% |
| All | +124.0% | +908.2% | -784.2% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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