-4.2%
CTVA vs DPZ
-13.7%
+9.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.3% |
| 7D | -20.8% | +2.2% | -23.0% | -20.9% |
| 30D | -29.6% | +15.5% | -45.1% | -30.8% |
| 3M | -16.9% | -2.0% | -14.9% | -16.8% |
| 6M | -24.3% | +12.1% | -36.4% | -25.1% |
| YTD | -5.6% | -16.6% | +11.0% | -3.1% |
| 1Y | -4.2% | -14.6% | +10.4% | -2.5% |
| All | -4.2% | -13.7% | +9.6% | -2.5% |
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