+1,031.5%
CAH vs DPZ
+5,417.8%
-4,386.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +5.4% | -2.5% | +7.9% | +5.9% |
| 30D | +3.3% | -7.0% | +10.3% | +4.6% |
| 3M | +22.8% | +11.6% | +11.2% | +20.0% |
| 6M | +11.3% | -15.2% | +26.4% | +14.1% |
| YTD | +21.1% | -17.2% | +38.4% | +24.6% |
| 1Y | +67.2% | -24.8% | +92.1% | +74.9% |
| 3Y | +195.6% | -8.7% | +204.3% | +194.0% |
| 5Y | +413.8% | -28.9% | +442.8% | +426.7% |
| 10Y | +309.6% | +153.6% | +155.9% | +209.2% |
| All | +1,031.5% | +5,417.8% | -4,386.3% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling