-18.7%
CPRT vs DPZ
-28.5%
+9.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.4% |
| 7D | -0.4% | +2.2% | -2.6% | -1.2% |
| 30D | +21.2% | +15.5% | +5.7% | +15.4% |
| 3M | +8.3% | -2.0% | +10.3% | +8.7% |
| 6M | -3.4% | +12.1% | -15.5% | -7.4% |
| YTD | -18.7% | -16.6% | -2.1% | -14.8% |
| 1Y | -23.5% | -14.6% | -8.9% | -20.6% |
| 3Y | -34.2% | -4.1% | -30.0% | -36.6% |
| All | -18.7% | -28.5% | +9.9% | -7.7% |
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