-41.2%
CAG vs DPZ
-34.0%
-7.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.4% |
| 7D | -6.6% | -7.3% | +0.7% | -5.6% |
| 30D | +2.3% | -7.6% | +9.9% | +3.4% |
| 3M | +16.3% | +1.8% | +14.5% | +16.0% |
| 6M | -16.0% | -21.8% | +5.8% | -13.9% |
| YTD | -7.7% | -22.0% | +14.3% | -5.4% |
| 1Y | -16.0% | -28.6% | +12.6% | -13.4% |
| 3Y | -37.7% | -13.1% | -24.6% | -37.4% |
| 5Y | -41.2% | -33.2% | -8.0% | -39.6% |
| All | -41.2% | -34.0% | -7.2% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling