-30.2%
DPZ vs CGNX
-34.2%
+4.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -0.6% |
| 7D | -3.5% | -2.5% | -1.0% | -3.4% |
| 30D | +5.7% | -16.3% | +22.0% | +7.6% |
| 3M | -7.5% | -17.7% | +10.2% | -6.0% |
| 6M | +6.2% | -22.9% | +29.1% | +8.3% |
| YTD | -19.8% | +44.4% | -64.1% | -27.9% |
| 1Y | -18.0% | +35.6% | -53.5% | -25.4% |
| 3Y | -8.8% | +45.4% | -54.2% | -23.5% |
| 5Y | -30.2% | -33.4% | +3.2% | -24.7% |
| All | -30.2% | -34.2% | +4.0% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling