+62.7%
CVS vs DPZ
+129.5%
-66.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +12.0% | -3.5% | +15.5% | +12.4% |
| 30D | +2.8% | +5.7% | -2.9% | +1.8% |
| 3M | -3.6% | -7.5% | +3.9% | -2.8% |
| 6M | -1.6% | +6.2% | -7.8% | -2.8% |
| YTD | +16.3% | -19.8% | +36.1% | +19.0% |
| 1Y | +15.5% | -18.0% | +33.5% | +17.8% |
| 3Y | +48.1% | -8.8% | +56.9% | +47.5% |
| 5Y | +12.3% | -30.2% | +42.5% | +14.2% |
| 10Y | +62.7% | +132.0% | -69.3% | +45.1% |
| All | +62.7% | +129.5% | -66.9% | +45.1% |
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