+487.1%
DPZ vs CNH
+28.6%
+458.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.3% |
| 3M | -6.2% | +4.3% | -10.5% | -7.2% |
| 6M | +4.3% | +10.1% | -5.8% | +1.9% |
| YTD | -16.6% | +23.2% | -39.8% | -20.3% |
| 1Y | -12.8% | +8.5% | -21.3% | -15.2% |
| 3Y | -0.8% | +4.1% | -4.9% | -4.2% |
| 5Y | -25.8% | -17.8% | -8.0% | -26.8% |
| 10Y | +130.9% | +113.3% | +17.6% | +89.1% |
| All | +487.1% | +28.6% | +458.4% | +426.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling