+155.0%
DPZ vs CNH
+162.8%
-7.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.8% | -2.3% |
| 7D | -2.5% | +23.3% | -25.8% | -5.4% |
| 30D | -7.0% | +33.5% | -40.4% | -10.7% |
| 3M | +11.6% | +32.7% | -21.1% | +6.9% |
| 6M | -15.2% | +22.2% | -37.3% | -18.1% |
| YTD | -17.2% | +57.7% | -74.9% | -23.1% |
| 1Y | -24.8% | +28.0% | -52.8% | -28.2% |
| 3Y | -8.7% | +11.5% | -20.2% | -12.2% |
| 5Y | -28.9% | +11.9% | -40.8% | -32.5% |
| All | +155.0% | +162.8% | -7.8% | +115.8% |
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