-45.2%
CPNG vs DPZ
-28.4%
-16.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -6.2% | -3.5% | -2.7% | -5.0% |
| 30D | +4.6% | +5.7% | -1.0% | +2.6% |
| 3M | -3.1% | -7.5% | +4.4% | -0.4% |
| 6M | -0.9% | +6.2% | -7.1% | -4.0% |
| YTD | -32.2% | -19.8% | -12.4% | -27.1% |
| 1Y | -44.2% | -18.0% | -26.2% | -40.7% |
| 3Y | +4.4% | -8.8% | +13.2% | -0.9% |
| 5Y | -45.2% | -30.2% | -15.0% | -41.7% |
| All | -45.2% | -28.4% | -16.8% | -41.7% |
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