+128.9%
DPZ vs CNH
+110.7%
+18.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.8% |
| 7D | +9.5% | -0.4% | +9.9% | +9.5% |
| 30D | +12.8% | -15.2% | +28.0% | +15.1% |
| 3M | -6.2% | +4.3% | -10.5% | -7.2% |
| 6M | +4.3% | +10.1% | -5.8% | +2.1% |
| YTD | -16.6% | +23.2% | -39.8% | -20.0% |
| 1Y | -12.8% | +8.5% | -21.3% | -15.0% |
| 3Y | -0.8% | +4.1% | -4.9% | -3.9% |
| 5Y | -25.8% | -17.8% | -8.0% | -26.8% |
| All | +128.9% | +110.7% | +18.2% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling