+1,036.6%
CDNS vs DPZ
+143.2%
+893.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.3% | +1.3% |
| 7D | -7.2% | -7.3% | +0.1% | -5.2% |
| 30D | -14.3% | -7.6% | -6.7% | -12.5% |
| 3M | -27.2% | +1.8% | -29.0% | -28.1% |
| 6M | -4.5% | -21.8% | +17.3% | +1.5% |
| YTD | -9.0% | -22.0% | +13.1% | -3.3% |
| 1Y | -21.3% | -28.6% | +7.3% | -14.4% |
| 3Y | +19.6% | -13.1% | +32.7% | +21.0% |
| 5Y | +71.5% | -33.2% | +104.8% | +83.9% |
| 10Y | +1,036.6% | +147.0% | +889.6% | +763.9% |
| All | +1,036.6% | +143.2% | +893.4% | +763.9% |
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