+138.9%
DPZ vs CRS
+814.8%
-675.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.6% |
| 7D | -2.5% | +7.4% | -9.9% | -3.1% |
| 30D | +12.5% | -21.2% | +33.8% | +14.4% |
| 3M | -5.2% | -43.3% | +38.1% | -0.9% |
| 6M | +8.8% | -29.4% | +38.2% | +10.9% |
| YTD | -18.7% | -4.7% | -14.0% | -19.8% |
| 1Y | -15.7% | -9.6% | -6.1% | -16.4% |
| 3Y | -7.5% | +355.5% | -363.0% | -22.9% |
| 5Y | -30.1% | +826.6% | -856.6% | -46.0% |
| All | +138.9% | +814.8% | -675.9% | +80.0% |
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