-9.3%
DPZ vs CGNX
+44.7%
-54.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | -1.5% | +3.6% | -5.0% | -1.6% |
| 30D | -4.4% | -6.8% | +2.4% | -4.1% |
| 3M | +7.6% | -0.1% | +7.8% | +7.3% |
| 6M | -16.9% | +26.2% | -43.1% | -19.0% |
| YTD | -18.6% | +73.7% | -92.3% | -23.6% |
| 1Y | -26.7% | +40.4% | -67.1% | -29.7% |
| 3Y | -9.3% | +46.1% | -55.4% | -16.4% |
| All | -9.3% | +44.7% | -54.0% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling