-16.2%
DPZ vs CAI
-2.4%
-13.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | 0.0% |
| 7D | +3.7% | -20.3% | +24.0% | +3.6% |
| 30D | +8.0% | -13.9% | +21.9% | +7.8% |
| 3M | -4.2% | +12.4% | -16.6% | -4.4% |
| 6M | +4.6% | +58.3% | -53.7% | +4.1% |
| YTD | -18.4% | -5.2% | -13.2% | -21.7% |
| All | -16.2% | -2.4% | -13.9% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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