+47.3%
CVS vs DPZ
-6.8%
+54.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.5% |
| 7D | -2.6% | +2.2% | -4.8% | -2.9% |
| 30D | +4.0% | +6.7% | -2.6% | +3.3% |
| 3M | -6.3% | -4.5% | -1.8% | -6.1% |
| 6M | -0.4% | +3.3% | -3.7% | -1.0% |
| YTD | +15.6% | -19.4% | +35.0% | +18.2% |
| 1Y | +18.3% | -17.3% | +35.6% | +20.4% |
| 3Y | +47.3% | -8.4% | +55.6% | +57.1% |
| All | +47.3% | -6.8% | +54.0% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling