-25.8%
DPZ vs CHD
+32.0%
-57.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +9.5% | +5.0% | +4.5% | +7.9% |
| 30D | +12.8% | +15.3% | -2.5% | +8.1% |
| 3M | -6.2% | +7.7% | -14.0% | -8.3% |
| 6M | +4.3% | +19.8% | -15.5% | -1.0% |
| YTD | -16.6% | +34.0% | -50.6% | -23.2% |
| 1Y | -12.8% | +30.1% | -43.0% | -19.1% |
| 3Y | -0.8% | +33.0% | -33.8% | -9.5% |
| 5Y | -25.8% | +33.1% | -58.9% | -30.9% |
| All | -25.8% | +32.0% | -57.8% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 5y: compounded portfolio wealth divided by compounded CHD 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…
5y analysis · Full analysis span regression · 6 months rolling