+134.5%
CVE vs DPZ
+123.5%
+11.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -16.1% | +6.6% | -22.7% | -16.5% |
| 30D | -10.4% | +10.3% | -20.7% | -11.0% |
| 3M | -2.4% | -6.2% | +3.8% | -2.1% |
| 6M | -4.4% | +4.2% | -8.7% | -5.0% |
| YTD | +64.9% | -18.4% | +83.3% | +67.1% |
| 1Y | +66.0% | -14.9% | +81.0% | +67.6% |
| 3Y | +57.7% | -4.6% | +62.3% | +57.7% |
| 5Y | +144.7% | -27.4% | +172.1% | +145.0% |
| All | +134.5% | +123.5% | +11.0% | +118.4% |
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