-27.3%
DPZ vs CGNX
+40.3%
-67.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.2% |
| 7D | -7.3% | +3.2% | -10.5% | -7.2% |
| 30D | -7.6% | -3.7% | -3.9% | -7.6% |
| 3M | +1.8% | +1.0% | +0.8% | +1.8% |
| 6M | -21.8% | +22.1% | -43.9% | -22.1% |
| YTD | -22.0% | +72.7% | -94.7% | -22.7% |
| All | -27.3% | +40.3% | -67.6% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling