-15.2%
DPZ vs CGNX
+15.9%
-31.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.4% |
| 7D | -2.5% | +3.0% | -5.5% | -2.2% |
| 30D | -7.0% | -11.8% | +4.9% | -7.9% |
| 3M | +11.6% | -3.6% | +15.2% | +11.7% |
| 6M | -15.2% | +17.4% | -32.6% | -15.4% |
| All | -15.2% | +15.9% | -31.1% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling