+58.4%
CAG vs DPZ
+5,248.7%
-5,190.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.3% |
| 7D | -1.8% | -3.5% | +1.8% | -1.3% |
| 30D | +9.7% | +5.7% | +4.0% | +9.0% |
| 3M | +0.5% | -7.5% | +8.0% | +1.4% |
| 6M | +8.9% | +6.2% | +2.7% | +8.1% |
| YTD | -8.4% | -19.8% | +11.4% | -6.2% |
| 1Y | -8.3% | -18.0% | +9.7% | -6.4% |
| 3Y | -36.1% | -8.8% | -27.3% | -36.1% |
| 5Y | -40.1% | -30.2% | -9.9% | -38.9% |
| 10Y | -36.9% | +132.0% | -168.9% | -45.8% |
| All | +58.4% | +5,248.7% | -5,190.3% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling