-47.4%
CDE vs DPZ
+5,417.8%
-5,465.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.3% |
| 7D | +0.5% | -2.5% | +3.1% | +1.5% |
| 30D | +21.9% | -7.0% | +28.8% | +24.6% |
| 3M | +14.9% | +11.6% | +3.3% | +9.4% |
| 6M | -10.5% | -15.2% | +4.7% | -6.7% |
| YTD | +19.3% | -17.2% | +36.5% | +24.9% |
| 1Y | +50.8% | -24.8% | +75.7% | +63.2% |
| 3Y | +782.3% | -8.7% | +791.0% | +779.1% |
| 5Y | +191.7% | -28.9% | +220.6% | +209.3% |
| 10Y | +57.6% | +153.6% | -96.0% | -3.5% |
| All | -47.4% | +5,417.8% | -5,465.1% | -93.6% |
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