-51.2%
CPNG vs DPZ
-34.0%
-17.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | +1.1% |
| 7D | -7.6% | -7.3% | -0.3% | -5.1% |
| 30D | -8.8% | -7.6% | -1.2% | -6.3% |
| 3M | -7.2% | +1.8% | -9.0% | -8.6% |
| 6M | -21.5% | -21.8% | +0.3% | -14.9% |
| YTD | -37.4% | -22.0% | -15.4% | -32.2% |
| 1Y | -54.3% | -28.6% | -25.7% | -48.9% |
| 3Y | -20.3% | -13.1% | -7.2% | -22.6% |
| 5Y | -51.2% | -33.2% | -18.0% | -46.7% |
| All | -51.2% | -34.0% | -17.2% | -46.7% |
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 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