+295.4%
CHTR vs DPZ
+4,936.8%
-4,641.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.7% |
| 7D | +17.2% | +2.2% | +15.0% | +16.5% |
| 30D | +31.6% | +15.5% | +16.1% | +26.9% |
| 3M | -11.6% | -2.0% | -9.6% | -11.1% |
| 6M | -3.3% | +12.1% | -15.4% | -6.1% |
| YTD | -33.7% | -16.6% | -17.1% | -30.9% |
| 1Y | -32.4% | -14.6% | -17.9% | -30.0% |
| 3Y | -65.9% | -4.1% | -61.8% | -66.2% |
| 5Y | -79.9% | -28.3% | -51.6% | -79.1% |
| 10Y | -49.2% | +141.3% | -190.5% | -60.9% |
| All | +295.4% | +4,936.8% | -4,641.4% | +93.1% |
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 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