-45.9%
CHTR vs DPZ
+141.0%
-186.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.2% |
| 7D | -4.1% | -8.6% | +4.6% | -1.6% |
| 30D | -3.0% | -11.9% | +8.9% | +0.6% |
| 3M | +4.8% | +0.4% | +4.4% | +4.7% |
| 6M | -35.0% | -19.9% | -15.2% | -31.0% |
| YTD | -30.2% | -24.4% | -5.8% | -24.9% |
| 1Y | -44.8% | -30.4% | -14.3% | -39.4% |
| 3Y | -66.6% | -17.4% | -49.2% | -65.5% |
| 5Y | -81.5% | -34.6% | -46.9% | -80.3% |
| All | -45.9% | +141.0% | -186.9% | -58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling