+48.6%
CHRW vs DPZ
-27.1%
+75.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -2.0% |
| 7D | +0.6% | +6.6% | -6.0% | -0.4% |
| 30D | -7.3% | +10.3% | -17.6% | -8.6% |
| 3M | -14.2% | -6.2% | -8.0% | -13.6% |
| 6M | -25.1% | +4.2% | -29.3% | -25.8% |
| YTD | -21.2% | -18.4% | -2.8% | -19.3% |
| 1Y | -14.2% | -14.9% | +0.8% | -12.7% |
| 3Y | +63.5% | -4.6% | +68.1% | +60.1% |
| All | +48.6% | -27.1% | +75.7% | +57.4% |
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