+24.0%
CTAS vs DPZ
-16.8%
+40.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +0.5% | -2.5% | +2.9% | +1.2% |
| 30D | +10.2% | +12.5% | -2.3% | +6.7% |
| 3M | +12.1% | -5.2% | +17.3% | +13.8% |
| 6M | +38.3% | +8.8% | +29.5% | +34.1% |
| YTD | +21.9% | -18.7% | +40.6% | +24.4% |
| 1Y | +24.0% | -15.7% | +39.7% | +24.5% |
| All | +24.0% | -16.8% | +40.8% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling