+56.1%
CDE vs IDXX
+360.5%
-304.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | -3.1% | -5.7% | +2.6% | -0.8% |
| 30D | +9.5% | -11.5% | +21.0% | +14.7% |
| 3M | +25.5% | -9.5% | +35.0% | +29.7% |
| 6M | -7.9% | -16.0% | +8.1% | -2.0% |
| YTD | +15.6% | -25.4% | +41.0% | +29.0% |
| 1Y | +34.0% | -21.8% | +55.8% | +44.9% |
| 3Y | +791.9% | +7.0% | +784.9% | +715.2% |
| 5Y | +197.7% | -26.0% | +223.7% | +200.6% |
| All | +56.1% | +360.5% | -304.4% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling