+580.5%
DPZ vs CDW
+942.7%
-362.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.1% | +6.4% | +1.8% |
| 7D | +9.5% | -4.1% | +13.6% | +10.4% |
| 30D | +12.8% | +16.7% | -3.9% | +8.0% |
| 3M | -6.2% | +13.6% | -19.8% | -10.1% |
| 6M | +4.3% | +17.0% | -12.8% | -2.4% |
| YTD | -16.6% | +18.1% | -34.7% | -22.5% |
| 1Y | -12.8% | +10.5% | -23.3% | -17.6% |
| 3Y | -0.8% | -20.9% | +20.1% | +1.1% |
| 5Y | -25.8% | -9.3% | -16.5% | -28.2% |
| 10Y | +130.9% | +310.6% | -179.7% | +43.8% |
| All | +580.5% | +942.7% | -362.2% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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