-17.3%
DPZ vs CRS
-9.8%
-7.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.3% |
| 7D | +2.2% | +0.2% | +1.9% | +2.2% |
| 30D | +6.7% | -22.9% | +29.6% | +5.5% |
| 3M | -4.5% | -46.8% | +42.3% | -6.6% |
| 6M | +3.3% | -30.4% | +33.7% | -0.7% |
| YTD | -19.4% | -5.4% | -14.1% | -24.4% |
| 1Y | -17.3% | -9.0% | -8.3% | -22.3% |
| All | -17.3% | -9.8% | -7.4% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling