-15.7%
DPZ vs CAI
-5.1%
-10.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.4% |
| 7D | -2.5% | -8.0% | +5.5% | -2.5% |
| 30D | +12.5% | -18.9% | +31.4% | +12.3% |
| 3M | -5.2% | +7.6% | -12.8% | -5.4% |
| 6M | +8.8% | +43.0% | -34.2% | +8.4% |
| YTD | -18.7% | -11.2% | -7.5% | -22.1% |
| 1Y | -15.7% | -3.3% | -12.4% | -18.5% |
| All | -15.7% | -5.1% | -10.5% | -18.5% |
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