+773.2%
CHRW vs DPZ
+5,341.2%
-4,567.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.8% |
| 7D | +0.6% | +6.6% | -6.0% | -0.9% |
| 30D | -7.3% | +10.3% | -17.6% | -9.4% |
| 3M | -14.2% | -6.2% | -8.0% | -13.2% |
| 6M | -25.1% | +4.2% | -29.3% | -26.2% |
| YTD | -21.2% | -18.4% | -2.8% | -18.1% |
| 1Y | -14.2% | -14.9% | +0.8% | -11.8% |
| 3Y | +63.5% | -4.6% | +68.1% | +60.2% |
| 5Y | +49.6% | -27.4% | +77.0% | +53.5% |
| 10Y | +129.4% | +125.9% | +3.5% | +64.7% |
| All | +773.2% | +5,341.2% | -4,567.9% | +120.2% |
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