+41.9%
CVS vs DPZ
+143.2%
-101.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.2% |
| 7D | -1.9% | -7.3% | +5.4% | -1.0% |
| 30D | -0.3% | -7.6% | +7.3% | +0.6% |
| 3M | -1.1% | +1.8% | -2.9% | -1.6% |
| 6M | +23.7% | -21.8% | +45.5% | +27.4% |
| YTD | +23.0% | -22.0% | +45.0% | +26.5% |
| 1Y | +37.2% | -28.6% | +65.8% | +42.7% |
| 3Y | +62.4% | -13.1% | +75.5% | +63.1% |
| 5Y | +31.8% | -33.2% | +65.0% | +35.0% |
| 10Y | +41.9% | +147.0% | -105.1% | +22.1% |
| All | +41.9% | +143.2% | -101.3% | +22.1% |
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 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