-4.6%
DPZ vs CPAY
+92.3%
-96.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.6% |
| 7D | +6.6% | +13.5% | -7.0% | +3.4% |
| 30D | +10.3% | +13.1% | -2.8% | +7.1% |
| 3M | -6.2% | +14.3% | -20.4% | -9.0% |
| 6M | +4.2% | +49.0% | -44.8% | -4.3% |
| YTD | -18.4% | +51.3% | -69.6% | -26.2% |
| 1Y | -14.9% | +63.7% | -78.7% | -24.7% |
| 3Y | -4.6% | +95.0% | -99.6% | -18.4% |
| All | -4.6% | +92.3% | -96.9% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling