-69.3%
CPNG vs DPZ
-6.4%
-62.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.6% |
| 7D | -1.1% | -8.6% | +7.5% | +1.8% |
| 30D | -7.4% | -11.9% | +4.6% | -3.6% |
| 3M | -12.3% | +0.4% | -12.8% | -13.2% |
| 6M | -19.4% | -19.9% | +0.4% | -14.0% |
| YTD | -35.9% | -24.4% | -11.5% | -30.3% |
| 1Y | -53.4% | -30.4% | -23.0% | -48.0% |
| 3Y | -20.0% | -17.4% | -2.6% | -19.9% |
| 5Y | -49.6% | -34.6% | -15.0% | -49.5% |
| All | -69.3% | -6.4% | -62.9% | -72.0% |
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