+132.3%
CNP vs DPZ
+154.5%
-22.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +1.1% | -2.5% | +3.6% | +1.4% |
| 30D | -1.8% | -7.0% | +5.1% | -1.0% |
| 3M | -4.6% | +11.6% | -16.2% | -6.1% |
| 6M | -8.8% | -15.2% | +6.3% | -7.4% |
| YTD | +5.2% | -17.2% | +22.5% | +7.2% |
| 1Y | +8.3% | -24.8% | +33.2% | +11.5% |
| 3Y | +54.9% | -8.7% | +63.6% | +54.4% |
| 5Y | +73.5% | -28.9% | +102.4% | +75.3% |
| All | +132.3% | +154.5% | -22.2% | +88.7% |
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