+392.8%
CPRT vs DPZ
+123.5%
+269.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.1% |
| 7D | +6.0% | +6.6% | -0.5% | +4.3% |
| 30D | +20.0% | +10.3% | +9.7% | +17.0% |
| 3M | +10.1% | -6.2% | +16.3% | +11.8% |
| 6M | -4.3% | +4.2% | -8.6% | -5.6% |
| YTD | -18.4% | -18.4% | 0.0% | -14.8% |
| 1Y | -20.1% | -14.9% | -5.2% | -17.5% |
| 3Y | -30.4% | -4.6% | -25.8% | -31.1% |
| 5Y | -17.0% | -27.4% | +10.4% | -14.0% |
| All | +392.8% | +123.5% | +269.3% | +311.0% |
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