+155.0%
DPZ vs CRS
+1,411.2%
-1,256.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -7.0% | -16.6% | +9.7% | -5.6% |
| 3M | +11.6% | -3.5% | +15.1% | +11.5% |
| 6M | -15.2% | +15.4% | -30.6% | -16.9% |
| YTD | -17.2% | +51.2% | -68.4% | -21.2% |
| 1Y | -24.8% | +98.3% | -123.1% | -30.6% |
| 3Y | -8.7% | +651.5% | -660.2% | -26.6% |
| 5Y | -28.9% | +1,411.1% | -1,440.0% | -47.0% |
| All | +155.0% | +1,411.2% | -1,256.1% | +85.1% |
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