+928.7%
CHRW vs DPZ
+5,417.8%
-4,489.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | -1.4% | -2.5% | +1.1% | -0.8% |
| 30D | -3.5% | -7.0% | +3.5% | -2.0% |
| 3M | -19.4% | +11.6% | -31.0% | -21.8% |
| 6M | -21.4% | -15.2% | -6.2% | -18.8% |
| YTD | -7.1% | -17.2% | +10.1% | -3.8% |
| 1Y | +17.8% | -24.8% | +42.7% | +24.7% |
| 3Y | +78.8% | -8.7% | +87.4% | +77.0% |
| 5Y | +83.5% | -28.9% | +112.4% | +89.5% |
| 10Y | +160.2% | +153.6% | +6.6% | +81.2% |
| All | +928.7% | +5,417.8% | -4,489.1% | +159.0% |
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 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