+332.2%
CAG vs IDXX
+53,734.7%
-53,402.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -5.7% | -5.7% | 0.0% | -5.2% |
| 30D | -2.4% | -11.5% | +9.1% | -1.4% |
| 3M | +9.8% | -9.5% | +19.3% | +10.7% |
| 6M | -10.8% | -16.0% | +5.1% | -9.7% |
| YTD | -10.8% | -25.4% | +14.6% | -8.9% |
| 1Y | -19.0% | -21.8% | +2.8% | -17.6% |
| 3Y | -39.7% | +7.0% | -46.7% | -40.8% |
| 5Y | -43.0% | -26.0% | -17.0% | -42.9% |
| 10Y | -36.0% | +358.9% | -395.0% | -45.5% |
| All | +332.2% | +53,734.7% | -53,402.5% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling