-28.2%
DPZ vs CRS
+837.7%
-865.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.0% |
| 7D | +2.2% | +0.2% | +1.9% | +2.1% |
| 30D | +6.7% | -22.9% | +29.6% | +8.9% |
| 3M | -4.5% | -46.8% | +42.3% | +1.2% |
| 6M | +3.3% | -30.4% | +33.7% | +5.5% |
| YTD | -19.4% | -5.4% | -14.1% | -21.3% |
| 1Y | -17.3% | -9.0% | -8.3% | -18.8% |
| 3Y | -8.4% | +352.2% | -360.5% | -29.7% |
| 5Y | -28.2% | +852.2% | -880.5% | -50.6% |
| All | -28.2% | +837.7% | -865.9% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling