+71.6%
CDNS vs DPZ
-30.2%
+101.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.3% | -2.4% |
| 7D | -9.2% | -1.5% | -7.8% | -8.8% |
| 30D | -16.3% | -4.4% | -11.8% | -15.2% |
| 3M | -27.9% | +7.6% | -35.6% | -30.2% |
| 6M | -4.3% | -16.9% | +12.6% | +0.9% |
| YTD | -9.1% | -18.6% | +9.5% | -3.6% |
| 1Y | -21.2% | -26.7% | +5.4% | -13.3% |
| 3Y | +19.4% | -9.3% | +28.7% | +18.1% |
| 5Y | +71.6% | -31.0% | +102.6% | +109.0% |
| All | +71.6% | -30.2% | +101.8% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling