+5,668.3%
DPZ vs CGNX
+677.3%
+4,991.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.9% |
| 7D | +2.2% | +4.7% | -2.4% | +1.1% |
| 30D | +15.5% | -12.7% | +28.2% | +18.3% |
| 3M | -2.0% | -18.7% | +16.7% | +1.3% |
| 6M | +12.1% | -21.2% | +33.4% | +15.4% |
| YTD | -16.6% | +39.6% | -56.2% | -27.4% |
| 1Y | -14.6% | +35.6% | -50.1% | -25.3% |
| 3Y | -4.1% | +44.7% | -48.9% | -22.0% |
| 5Y | -28.3% | -37.8% | +9.5% | -28.5% |
| 10Y | +141.3% | +95.1% | +46.2% | +53.7% |
| All | +5,668.3% | +677.3% | +4,991.0% | +1,535.7% |
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 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