-82.1%
CHTR vs DPZ
-34.0%
-48.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.3% | +5.4% |
| 7D | -7.1% | -8.6% | +1.4% | -4.3% |
| 30D | -10.9% | -11.2% | +0.3% | -7.2% |
| 3M | +2.0% | +1.4% | +0.6% | +1.7% |
| 6M | -35.9% | -19.9% | -16.0% | -31.4% |
| YTD | -32.7% | -23.0% | -9.6% | -27.1% |
| 1Y | -46.6% | -28.2% | -18.3% | -41.1% |
| 3Y | -66.7% | -14.2% | -52.5% | -66.3% |
| 5Y | -82.1% | -33.4% | -48.7% | -81.1% |
| All | -82.1% | -34.0% | -48.1% | -81.1% |
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