-4.0%
CAG vs IDXX
-7.4%
+3.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +2.2% |
| 7D | +10.1% | +16.4% | -6.4% | +7.2% |
| 30D | +15.3% | +30.1% | -14.8% | +9.8% |
| 3M | +3.3% | +14.7% | -11.4% | +0.5% |
| 6M | +12.1% | +19.1% | -7.1% | +7.8% |
| YTD | -5.3% | -0.9% | -4.4% | -8.3% |
| 1Y | -4.0% | -6.9% | +2.8% | -6.0% |
| All | -4.0% | -7.4% | +3.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling