+57.5%
CHRW vs DPZ
-28.5%
+86.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | -0.3% |
| 7D | +7.3% | +2.2% | +5.1% | +6.9% |
| 30D | -3.6% | +15.5% | -19.1% | -5.6% |
| 3M | -9.6% | -2.0% | -7.6% | -9.5% |
| 6M | -17.0% | +12.1% | -29.2% | -18.7% |
| YTD | -15.4% | -16.6% | +1.2% | -13.8% |
| 1Y | -10.0% | -14.6% | +4.6% | -8.6% |
| 3Y | +82.2% | -4.1% | +86.3% | +78.3% |
| All | +57.5% | -28.5% | +86.0% | +66.9% |
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 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