+289.9%
CAH vs DPZ
+145.4%
+144.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -5.1% | -8.6% | +3.5% | -4.0% |
| 30D | -1.8% | -11.2% | +9.4% | -0.3% |
| 3M | +9.4% | +1.4% | +7.9% | +9.0% |
| 6M | +9.2% | -19.9% | +29.1% | +11.9% |
| YTD | +15.7% | -23.0% | +38.7% | +19.0% |
| 1Y | +59.7% | -28.2% | +88.0% | +65.7% |
| 3Y | +178.5% | -14.2% | +192.7% | +179.9% |
| 5Y | +398.3% | -33.4% | +431.7% | +410.4% |
| All | +289.9% | +145.4% | +144.4% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DPZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling