-65.4%
CDE vs DPZ
+5,462.3%
-5,527.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -3.1% |
| 7D | -9.6% | +2.2% | -11.9% | -10.3% |
| 30D | -6.7% | +15.5% | -22.2% | -11.3% |
| 3M | -24.2% | -2.0% | -22.2% | -24.2% |
| 6M | -29.1% | +12.1% | -41.2% | -32.9% |
| YTD | -21.5% | -16.6% | -4.9% | -18.3% |
| 1Y | -7.4% | -14.6% | +7.2% | -4.4% |
| 3Y | +596.3% | -4.1% | +600.4% | +581.8% |
| 5Y | +95.7% | -28.3% | +124.0% | +107.0% |
| 10Y | +53.0% | +141.3% | -88.3% | -4.9% |
| All | -65.4% | +5,462.3% | -5,527.7% | -95.8% |
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