-27.5%
DPZ vs CHD
+30.9%
-58.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | +6.6% | +2.0% | +4.6% | +6.0% |
| 30D | +10.3% | +13.0% | -2.7% | +6.4% |
| 3M | -6.2% | +6.1% | -12.3% | -7.8% |
| 6M | +4.2% | +15.9% | -11.6% | -0.1% |
| YTD | -18.4% | +31.6% | -50.0% | -24.4% |
| 1Y | -14.9% | +28.5% | -43.4% | -20.7% |
| 3Y | -4.6% | +30.5% | -35.1% | -12.4% |
| All | -27.5% | +30.9% | -58.4% | -31.4% |
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