-37.1%
CAG vs DPZ
-10.0%
-27.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.1% |
| 7D | -5.3% | -1.5% | -3.8% | -5.0% |
| 30D | +1.0% | -4.4% | +5.4% | +1.8% |
| 3M | +17.4% | +7.6% | +9.7% | +15.7% |
| 6M | -16.8% | -16.9% | +0.1% | -15.1% |
| YTD | -6.8% | -18.6% | +11.8% | -4.8% |
| 1Y | -15.4% | -26.7% | +11.3% | -12.8% |
| 3Y | -37.1% | -9.3% | -27.8% | -39.5% |
| All | -37.1% | -10.0% | -27.1% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling