-2.5%
DPZ vs CASY
+154.8%
-157.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | +9.5% | +1.8% | +7.7% | +9.2% |
| 30D | +12.8% | +11.2% | +1.6% | +11.0% |
| 3M | -6.2% | -19.1% | +12.8% | -3.7% |
| 6M | +4.3% | -19.9% | +24.2% | +7.3% |
| YTD | -16.6% | +25.2% | -41.8% | -22.2% |
| 1Y | -12.8% | +31.6% | -44.5% | -19.7% |
| All | -2.5% | +154.8% | -157.3% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling