+132.0%
DPZ vs CRS
+882.2%
-750.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.7% |
| 7D | -3.5% | +4.4% | -7.9% | -3.9% |
| 30D | +5.7% | -19.1% | +24.8% | +7.2% |
| 3M | -7.5% | -43.2% | +35.8% | -3.3% |
| 6M | +6.2% | -28.9% | +35.1% | +8.3% |
| YTD | -19.8% | -3.0% | -16.8% | -21.0% |
| 1Y | -18.0% | -5.3% | -12.6% | -19.0% |
| 3Y | -8.8% | +363.5% | -372.3% | -24.0% |
| 5Y | -30.2% | +858.2% | -888.4% | -46.2% |
| 10Y | +132.0% | +862.9% | -730.9% | +75.1% |
| All | +132.0% | +882.2% | -750.2% | +75.1% |
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