-28.9%
DPZ vs CHD
+33.2%
-62.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.1% |
| 7D | +2.2% | +3.6% | -1.4% | +1.1% |
| 30D | +15.5% | +10.4% | +5.1% | +12.1% |
| 3M | -2.0% | +12.2% | -14.2% | -5.3% |
| 6M | +12.1% | +19.9% | -7.8% | +6.4% |
| YTD | -16.6% | +36.4% | -53.0% | -23.6% |
| 1Y | -14.6% | +35.1% | -49.7% | -21.6% |
| 3Y | -4.1% | +29.2% | -33.3% | -11.8% |
| All | -28.9% | +33.2% | -62.1% | -34.0% |
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