+5,446.8%
DPZ vs CGNX
+703.8%
+4,743.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -0.9% |
| 7D | -3.5% | -2.5% | -1.0% | -3.2% |
| 30D | +5.7% | -16.3% | +22.0% | +9.4% |
| 3M | -7.5% | -17.7% | +10.2% | -4.6% |
| 6M | +6.2% | -22.9% | +29.1% | +9.9% |
| YTD | -19.8% | +44.4% | -64.1% | -30.7% |
| 1Y | -18.0% | +35.6% | -53.5% | -28.2% |
| 3Y | -8.8% | +45.4% | -54.2% | -25.7% |
| 5Y | -30.2% | -33.4% | +3.2% | -31.6% |
| 10Y | +132.0% | +101.8% | +30.2% | +46.7% |
| All | +5,446.8% | +703.8% | +4,743.0% | +1,461.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling