+1,166.2%
CDNS vs DPZ
+140.2%
+1,026.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.8% |
| 7D | +1.0% | +2.2% | -1.3% | +0.3% |
| 30D | -2.0% | +15.5% | -17.4% | -6.0% |
| 3M | -0.2% | -2.0% | +1.8% | -0.2% |
| 6M | -8.9% | +12.1% | -21.0% | -12.8% |
| YTD | +3.3% | -16.6% | +19.9% | +7.3% |
| 1Y | +2.2% | -14.6% | +16.8% | +5.3% |
| 3Y | +22.4% | -4.1% | +26.5% | +20.1% |
| 5Y | +78.0% | -28.3% | +106.3% | +86.6% |
| All | +1,166.2% | +140.2% | +1,026.0% | +896.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling