+40.2%
CART vs IDXX
+13.1%
+27.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | -8.7% | -4.3% | -4.4% | -8.0% |
| 30D | -4.4% | -13.7% | +9.3% | -2.1% |
| 3M | +14.6% | -9.1% | +23.7% | +16.4% |
| 6M | +24.4% | -15.4% | +39.8% | +27.4% |
| YTD | +5.0% | -25.1% | +30.2% | +9.5% |
| 1Y | +0.5% | -20.6% | +21.1% | +3.5% |
| All | +40.2% | +13.1% | +27.1% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling