+2,376.8%
CDNS vs DPZ
+5,272.5%
-2,895.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.1% |
| 7D | +2.4% | +2.2% | +0.3% | +1.7% |
| 30D | -6.0% | +6.7% | -12.7% | -8.2% |
| 3M | -0.1% | -4.5% | +4.4% | +0.7% |
| 6M | -8.6% | +3.3% | -11.9% | -10.8% |
| YTD | +6.1% | -19.4% | +25.5% | +11.6% |
| 1Y | +0.8% | -17.3% | +18.1% | +4.9% |
| 3Y | +26.8% | -8.4% | +35.2% | +25.5% |
| 5Y | +86.9% | -28.2% | +115.1% | +97.0% |
| 10Y | +1,235.1% | +130.9% | +1,104.2% | +798.8% |
| All | +2,376.8% | +5,272.5% | -2,895.7% | +376.7% |
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