+14.9%
CART vs IDXX
-16.0%
+30.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.4% |
| 7D | +1.0% | -3.5% | +4.6% | +1.6% |
| 30D | +12.6% | -8.4% | +21.1% | +14.1% |
| 3M | +23.1% | -5.2% | +28.3% | +24.1% |
| 6M | +39.5% | -17.5% | +57.0% | +42.5% |
| YTD | +13.5% | -20.9% | +34.4% | +16.6% |
| 1Y | +14.9% | -16.4% | +31.3% | +16.1% |
| All | +14.9% | -16.0% | +30.9% | +16.1% |
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