-25.8%
DPZ vs CASY
+254.0%
-279.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | +9.5% | +1.8% | +7.7% | +9.1% |
| 30D | +12.8% | +11.2% | +1.6% | +10.2% |
| 3M | -6.2% | -19.1% | +12.8% | -2.4% |
| 6M | +4.3% | -19.9% | +24.2% | +8.3% |
| YTD | -16.6% | +25.2% | -41.8% | -23.5% |
| 1Y | -12.8% | +31.6% | -44.5% | -21.3% |
| 3Y | -0.8% | +155.4% | -156.2% | -27.8% |
| 5Y | -25.8% | +251.5% | -277.3% | -54.0% |
| All | -25.8% | +254.0% | -279.8% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling