-14.5%
DPZ vs CPAY
+59.0%
-73.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.5% | +4.9% |
| 7D | +10.1% | +5.7% | +4.4% | +9.0% |
| 30D | +14.6% | +4.2% | +10.4% | +13.7% |
| 3M | -6.8% | +5.6% | -12.3% | -7.6% |
| 6M | +4.4% | +34.7% | -30.3% | +1.6% |
| YTD | -16.8% | +39.1% | -55.9% | -19.5% |
| 1Y | -14.5% | +60.3% | -74.7% | -19.8% |
| All | -14.5% | +59.0% | -73.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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