+137.2%
DPZ vs CGNX
+182.0%
-44.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -8.6% | +1.5% | -10.0% | -8.8% |
| 30D | -11.2% | -1.8% | -9.4% | -11.2% |
| 3M | +1.4% | +5.3% | -3.8% | -0.2% |
| 6M | -19.9% | +22.3% | -42.2% | -23.5% |
| YTD | -23.0% | +72.2% | -95.2% | -31.5% |
| 1Y | -28.2% | +39.8% | -68.1% | -34.2% |
| 3Y | -14.2% | +44.8% | -59.0% | -24.3% |
| 5Y | -33.4% | -27.0% | -6.4% | -34.8% |
| All | +137.2% | +182.0% | -44.8% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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