-28.9%
DPZ vs CPAY
+89.5%
-118.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.2% | +2.2% |
| 7D | +2.2% | +1.6% | +0.7% | +1.8% |
| 30D | +15.5% | +17.6% | -2.1% | +10.6% |
| 3M | -2.0% | +8.7% | -10.7% | -4.2% |
| 6M | +12.1% | +39.5% | -27.4% | +2.9% |
| YTD | -16.6% | +53.6% | -70.2% | -26.4% |
| 1Y | -14.6% | +63.3% | -77.8% | -26.0% |
| 3Y | -4.1% | +101.7% | -105.9% | -24.0% |
| All | -28.9% | +89.5% | -118.4% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling