+590.1%
CVS vs DPZ
+5,417.8%
-4,827.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +4.0% | -2.5% | +6.5% | +4.4% |
| 30D | -2.4% | -7.0% | +4.6% | -1.2% |
| 3M | +2.7% | +11.6% | -8.9% | +0.2% |
| 6M | +21.9% | -15.2% | +37.0% | +25.0% |
| YTD | +24.7% | -17.2% | +42.0% | +28.3% |
| 1Y | +35.4% | -24.8% | +60.3% | +41.7% |
| 3Y | +65.2% | -8.7% | +73.9% | +64.1% |
| 5Y | +30.5% | -28.9% | +59.5% | +33.9% |
| 10Y | +40.4% | +153.6% | -113.3% | +5.2% |
| All | +590.1% | +5,417.8% | -4,827.6% | +169.1% |
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 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