+3,065.8%
CVNA vs DPZ
+91.7%
+2,974.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.4% |
| 7D | -4.3% | -8.6% | +4.3% | +1.5% |
| 30D | -2.4% | -11.2% | +8.8% | +5.3% |
| 3M | +4.5% | +1.4% | +3.1% | +1.9% |
| 6M | +10.2% | -19.9% | +30.1% | +25.4% |
| YTD | -16.7% | -23.0% | +6.3% | -3.3% |
| 1Y | -3.8% | -28.2% | +24.5% | +16.5% |
| 3Y | +648.3% | -14.2% | +662.5% | +659.4% |
| 5Y | +6.6% | -33.4% | +40.0% | +28.9% |
| All | +3,065.8% | +91.7% | +2,974.0% | +2,563.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling