-5.0%
DPZ vs CRS
+365.2%
-370.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.7% | -9.7% | -0.6% |
| 7D | +3.7% | +4.9% | -1.3% | +3.4% |
| 30D | +8.0% | -20.8% | +28.8% | +9.2% |
| 3M | -4.2% | -46.4% | +42.3% | -0.5% |
| 6M | +4.6% | -28.6% | +33.2% | +5.3% |
| YTD | -18.4% | -2.8% | -15.6% | -20.8% |
| 1Y | -16.8% | -6.7% | -10.0% | -18.9% |
| 3Y | -5.0% | +368.0% | -373.0% | -21.9% |
| All | -5.0% | +365.2% | -370.2% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling