+2,621.6%
DPZ vs CPAY
+1,720.6%
+900.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.5% |
| 7D | +6.6% | +13.5% | -7.0% | +3.7% |
| 30D | +10.3% | +13.1% | -2.8% | +7.4% |
| 3M | -6.2% | +14.3% | -20.4% | -8.8% |
| 6M | +4.2% | +49.0% | -44.8% | -4.2% |
| YTD | -18.4% | +51.3% | -69.6% | -25.8% |
| 1Y | -14.9% | +63.7% | -78.7% | -24.0% |
| 3Y | -4.6% | +95.0% | -99.6% | -18.8% |
| 5Y | -27.4% | +86.0% | -113.4% | -38.5% |
| 10Y | +125.9% | +203.3% | -77.4% | +59.4% |
| All | +2,621.6% | +1,720.6% | +900.9% | +1,083.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling