-39.1%
CAG vs DPZ
+134.3%
-173.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.1% |
| 7D | -6.2% | -2.5% | -3.7% | -5.9% |
| 30D | +7.4% | +12.5% | -5.1% | +6.0% |
| 3M | -1.6% | -5.2% | +3.6% | -1.1% |
| 6M | +6.3% | +8.8% | -2.4% | +5.3% |
| YTD | -10.1% | -18.7% | +8.6% | -8.5% |
| 1Y | -10.2% | -15.7% | +5.4% | -9.0% |
| 3Y | -37.3% | -7.5% | -29.8% | -37.4% |
| 5Y | -41.6% | -30.1% | -11.5% | -40.8% |
| All | -39.1% | +134.3% | -173.3% | -45.2% |
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