+147.0%
DPZ vs CPAY
+144.7%
+2.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.1% |
| 7D | -7.3% | -2.5% | -4.8% | -6.9% |
| 30D | -7.6% | +1.3% | -8.9% | -7.8% |
| 3M | +1.8% | +13.5% | -11.7% | -0.4% |
| 6M | -21.8% | +24.7% | -46.5% | -24.9% |
| YTD | -22.0% | +34.9% | -57.0% | -26.5% |
| 1Y | -28.6% | +29.7% | -58.3% | -32.4% |
| 3Y | -13.1% | +49.4% | -62.5% | -20.3% |
| 5Y | -33.2% | +53.5% | -86.7% | -40.1% |
| 10Y | +147.0% | +152.5% | -5.4% | +98.8% |
| All | +147.0% | +144.7% | +2.3% | +98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling