+698.8%
CNP vs DPZ
+5,417.8%
-4,719.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | +1.1% | -2.5% | +3.6% | +1.5% |
| 30D | -1.8% | -7.0% | +5.1% | -0.8% |
| 3M | -4.6% | +11.6% | -16.2% | -6.6% |
| 6M | -8.8% | -15.2% | +6.3% | -6.9% |
| YTD | +5.2% | -17.2% | +22.5% | +7.8% |
| 1Y | +8.3% | -24.8% | +33.2% | +12.6% |
| 3Y | +54.9% | -8.7% | +63.6% | +54.1% |
| 5Y | +73.5% | -28.9% | +102.4% | +77.3% |
| 10Y | +139.1% | +153.6% | -14.5% | +88.8% |
| All | +698.8% | +5,417.8% | -4,719.0% | +232.5% |
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