+67.4%
CVE vs DPZ
+5,316.1%
-5,248.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.4% | -13.1% | -8.5% |
| 7D | -12.1% | +10.1% | -22.2% | -13.5% |
| 30D | -9.8% | +14.6% | -24.4% | -11.8% |
| 3M | -0.7% | -6.8% | +6.0% | 0.0% |
| 6M | -4.3% | +4.4% | -8.7% | -5.7% |
| YTD | +70.6% | -16.8% | +87.4% | +74.1% |
| 1Y | +73.2% | -14.5% | +87.6% | +75.7% |
| 3Y | +60.3% | -1.1% | +61.4% | +57.1% |
| 5Y | +159.3% | -28.0% | +187.3% | +164.2% |
| 10Y | +147.4% | +130.2% | +17.2% | +80.4% |
| All | +67.4% | +5,316.1% | -5,248.8% | -56.6% |
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