+116.0%
CTAS vs DPZ
-28.5%
+144.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.9% | -1.0% |
| 7D | +2.0% | +2.2% | -0.2% | +1.4% |
| 30D | +8.7% | +15.5% | -6.8% | +4.6% |
| 3M | +13.3% | -2.0% | +15.3% | +13.6% |
| 6M | +39.4% | +12.1% | +27.2% | +34.5% |
| YTD | +21.5% | -16.6% | +38.1% | +26.0% |
| 1Y | +21.9% | -14.6% | +36.5% | +25.6% |
| 3Y | +73.6% | -4.1% | +77.8% | +69.0% |
| All | +116.0% | -28.5% | +144.6% | +142.0% |
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 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