-34.2%
CPRT vs DPZ
-4.7%
-29.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.3% |
| 7D | -0.4% | +2.2% | -2.6% | -1.1% |
| 30D | +21.2% | +15.5% | +5.7% | +16.3% |
| 3M | +8.3% | -2.0% | +10.3% | +8.5% |
| 6M | -3.4% | +12.1% | -15.5% | -6.7% |
| YTD | -18.7% | -16.6% | -2.1% | -16.2% |
| 1Y | -23.5% | -14.6% | -8.9% | -21.7% |
| 3Y | -34.2% | -4.1% | -30.0% | -36.1% |
| All | -34.2% | -4.7% | -29.4% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling