+113.3%
CTAS vs DPZ
-27.1%
+140.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | +1.2% | +6.6% | -5.4% | -0.5% |
| 30D | +12.8% | +10.3% | +2.5% | +9.8% |
| 3M | +10.3% | -6.2% | +16.4% | +11.9% |
| 6M | +32.0% | +4.2% | +27.8% | +29.9% |
| YTD | +19.1% | -18.4% | +37.5% | +24.4% |
| 1Y | +21.5% | -14.9% | +36.4% | +25.3% |
| 3Y | +76.0% | -4.6% | +80.7% | +71.5% |
| All | +113.3% | -27.1% | +140.4% | +132.5% |
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 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