+2,659.9%
DPZ vs CPAY
+1,565.5%
+1,094.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -2.5% | +2.1% | -4.6% | -3.0% |
| 30D | -7.0% | +5.5% | -12.5% | -8.0% |
| 3M | +11.6% | +16.6% | -5.0% | +8.2% |
| 6M | -15.2% | +26.7% | -41.8% | -19.5% |
| YTD | -17.2% | +38.4% | -55.6% | -23.3% |
| 1Y | -24.8% | +30.1% | -55.0% | -29.6% |
| 3Y | -8.7% | +52.6% | -61.3% | -18.2% |
| 5Y | -28.9% | +59.0% | -87.9% | -38.0% |
| 10Y | +153.6% | +148.4% | +5.3% | +87.5% |
| All | +2,659.9% | +1,565.5% | +1,094.4% | +1,123.6% |
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