+2,543.9%
CTAS vs DPZ
+5,341.2%
-2,797.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | +1.2% | +6.6% | -5.4% | -0.4% |
| 30D | +12.8% | +10.3% | +2.5% | +10.0% |
| 3M | +10.3% | -6.2% | +16.4% | +11.7% |
| 6M | +32.0% | +4.2% | +27.8% | +30.1% |
| YTD | +19.1% | -18.4% | +37.5% | +24.3% |
| 1Y | +21.5% | -14.9% | +36.4% | +25.3% |
| 3Y | +76.0% | -4.6% | +80.7% | +73.7% |
| 5Y | +110.9% | -27.4% | +138.3% | +119.1% |
| 10Y | +849.8% | +125.9% | +723.9% | +597.8% |
| All | +2,543.9% | +5,341.2% | -2,797.3% | +705.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling