-69.2%
CPNG vs DPZ
+3.3%
-72.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.5% |
| 7D | -6.8% | +2.2% | -9.0% | -7.5% |
| 30D | +5.5% | +15.5% | -10.0% | +0.7% |
| 3M | -6.8% | -2.0% | -4.7% | -6.3% |
| 6M | -4.8% | +12.1% | -17.0% | -9.3% |
| YTD | -35.6% | -16.6% | -19.0% | -32.3% |
| 1Y | -46.8% | -14.6% | -32.2% | -44.6% |
| 3Y | -0.8% | -4.1% | +3.4% | -5.9% |
| 5Y | -42.9% | -28.3% | -14.5% | -44.6% |
| All | -69.2% | +3.3% | -72.4% | -72.8% |
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