+169.3%
CHRW vs DPZ
+150.4%
+18.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.3% | +1.9% |
| 7D | +1.9% | -1.5% | +3.4% | +2.1% |
| 30D | +0.9% | -4.4% | +5.4% | +1.5% |
| 3M | -19.9% | +7.6% | -27.5% | -20.9% |
| 6M | -15.8% | -16.9% | +1.2% | -13.9% |
| YTD | -5.6% | -18.6% | +13.0% | -3.3% |
| 1Y | +21.0% | -26.7% | +47.7% | +25.7% |
| 3Y | +86.0% | -9.3% | +95.3% | +85.1% |
| 5Y | +88.6% | -31.0% | +119.6% | +93.1% |
| 10Y | +169.3% | +152.4% | +16.9% | +128.5% |
| All | +169.3% | +150.4% | +18.9% | +128.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling