+5,666.8%
DPZ vs CRS
+2,451.4%
+3,215.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.1% |
| 7D | +9.5% | -6.6% | +16.1% | +10.8% |
| 30D | +12.8% | -29.5% | +42.3% | +19.6% |
| 3M | -6.2% | -51.1% | +44.8% | +6.4% |
| 6M | +4.3% | -37.3% | +41.5% | +11.8% |
| YTD | -16.6% | -11.2% | -5.4% | -17.4% |
| 1Y | -12.8% | -11.5% | -1.4% | -13.7% |
| 3Y | -0.8% | +324.4% | -325.3% | -32.0% |
| 5Y | -25.8% | +796.6% | -822.4% | -58.4% |
| 10Y | +130.9% | +929.0% | -798.1% | +4.7% |
| All | +5,666.8% | +2,451.4% | +3,215.4% | +1,957.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling