-28.8%
DPZ vs CRS
+1,417.0%
-1,445.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | +11.6% | -3.5% | +15.1% | +11.3% |
| 6M | -15.2% | +15.4% | -30.6% | -17.3% |
| YTD | -17.2% | +51.2% | -68.4% | -22.1% |
| 1Y | -24.8% | +98.3% | -123.1% | -32.0% |
| 3Y | -8.7% | +651.5% | -660.2% | -31.4% |
| All | -28.8% | +1,417.0% | -1,445.9% | -51.4% |
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