+575.2%
DPZ vs CDW
+903.1%
-327.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -2.5% | +3.2% | -5.7% | -3.4% |
| 30D | -7.0% | +9.3% | -16.2% | -9.4% |
| 3M | +11.6% | +9.8% | +1.8% | +8.0% |
| 6M | -15.2% | +23.3% | -38.5% | -21.4% |
| YTD | -17.2% | +13.7% | -30.9% | -21.9% |
| 1Y | -24.8% | -6.5% | -18.4% | -25.4% |
| 3Y | -8.7% | -25.2% | +16.6% | -5.0% |
| 5Y | -28.9% | -19.5% | -9.4% | -28.7% |
| 10Y | +153.6% | +285.8% | -132.2% | +61.5% |
| All | +575.2% | +903.1% | -327.9% | +270.0% |
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