-23.3%
DPZ vs CAI
-6.6%
-16.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -2.1% |
| 7D | +6.6% | -26.5% | +33.1% | +7.0% |
| 30D | +10.3% | -6.9% | +17.2% | +10.2% |
| 3M | -6.2% | +26.1% | -32.3% | -7.1% |
| 6M | +4.2% | +31.9% | -27.6% | +3.1% |
| YTD | -18.4% | -6.5% | -11.9% | -18.8% |
| 1Y | -14.9% | +2.5% | -17.5% | -16.0% |
| All | -23.3% | -6.6% | -16.7% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling