-69.0%
CPNG vs DPZ
+2.4%
-71.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | -7.4% | -2.5% | -4.9% | -6.7% |
| 30D | -4.4% | -7.0% | +2.5% | -2.3% |
| 3M | -7.5% | +11.6% | -19.1% | -11.5% |
| 6M | -19.9% | -15.2% | -4.8% | -16.1% |
| YTD | -35.2% | -17.2% | -17.9% | -31.5% |
| 1Y | -46.8% | -24.8% | -21.9% | -42.0% |
| 3Y | -20.2% | -8.7% | -11.5% | -22.7% |
| 5Y | -48.4% | -28.9% | -19.5% | -49.8% |
| All | -69.0% | +2.4% | -71.4% | -72.5% |
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