-80.0%
CHTR vs DPZ
-28.5%
-51.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.4% |
| 7D | +17.2% | +2.2% | +15.0% | +16.3% |
| 30D | +31.6% | +15.5% | +16.1% | +25.4% |
| 3M | -11.6% | -2.0% | -9.6% | -11.0% |
| 6M | -3.3% | +12.1% | -15.4% | -7.0% |
| YTD | -33.7% | -16.6% | -17.1% | -30.1% |
| 1Y | -32.4% | -14.6% | -17.9% | -29.4% |
| 3Y | -65.9% | -4.1% | -61.8% | -66.9% |
| All | -80.0% | -28.5% | -51.5% | -79.2% |
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 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