-38.3%
CAG vs DPZ
+140.2%
-178.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.9% |
| 7D | -3.3% | +2.2% | -5.6% | -3.6% |
| 30D | +7.7% | +15.5% | -7.8% | +5.9% |
| 3M | -3.2% | -2.0% | -1.2% | -3.1% |
| 6M | +7.0% | +12.1% | -5.2% | +5.5% |
| YTD | -9.0% | -16.6% | +7.6% | -7.7% |
| 1Y | -9.6% | -14.6% | +5.0% | -8.5% |
| 3Y | -36.0% | -4.1% | -31.8% | -36.3% |
| 5Y | -40.9% | -28.3% | -12.6% | -40.3% |
| All | -38.3% | +140.2% | -178.5% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling