+130.1%
CVE vs DPZ
+125.0%
+5.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.1% | +3.7% | -13.7% | -10.3% |
| 30D | -12.1% | +8.0% | -20.1% | -12.6% |
| 3M | -1.9% | -4.2% | +2.3% | -1.7% |
| 6M | -1.8% | +4.6% | -6.4% | -2.5% |
| YTD | +65.8% | -18.4% | +84.2% | +68.0% |
| 1Y | +60.8% | -16.8% | +77.6% | +62.7% |
| 3Y | +70.1% | -5.0% | +75.2% | +70.2% |
| 5Y | +134.8% | -27.8% | +162.6% | +135.0% |
| 10Y | +130.1% | +121.1% | +9.0% | +115.9% |
| All | +130.1% | +125.0% | +5.1% | +115.9% |
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