-30.2%
DPZ vs CPB
-33.9%
+3.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -3.5% | -4.1% | +0.5% | -2.7% |
| 30D | +5.7% | +16.9% | -11.2% | +2.6% |
| 3M | -7.5% | -0.6% | -6.9% | -7.7% |
| 6M | +6.2% | +11.4% | -5.2% | +4.1% |
| YTD | -19.8% | -14.8% | -5.0% | -18.5% |
| 1Y | -18.0% | -24.8% | +6.8% | -15.4% |
| 3Y | -8.8% | -36.6% | +27.8% | -5.2% |
| 5Y | -30.2% | -33.3% | +3.1% | -28.4% |
| All | -30.2% | -33.9% | +3.7% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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