-19.0%
CAG vs DPZ
-29.3%
+10.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | -5.7% | -8.6% | +3.0% | -2.5% |
| 30D | -2.4% | -11.9% | +9.5% | +2.1% |
| 3M | +9.8% | +0.4% | +9.4% | +9.3% |
| 6M | -10.8% | -19.9% | +9.0% | -5.0% |
| YTD | -10.8% | -24.4% | +13.6% | -3.1% |
| 1Y | -19.0% | -30.4% | +11.5% | -13.2% |
| All | -19.0% | -29.3% | +10.4% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling