-89.7%
CDE vs IDXX
+53,734.7%
-53,824.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | -3.1% | -5.7% | +2.6% | -1.9% |
| 30D | +9.5% | -11.5% | +21.0% | +12.1% |
| 3M | +25.5% | -9.5% | +35.0% | +27.7% |
| 6M | -7.9% | -16.0% | +8.1% | -4.9% |
| YTD | +15.6% | -25.4% | +41.0% | +22.3% |
| 1Y | +34.0% | -21.8% | +55.8% | +39.7% |
| 3Y | +791.9% | +7.0% | +784.9% | +764.6% |
| 5Y | +197.7% | -26.0% | +223.7% | +205.1% |
| 10Y | +55.0% | +358.9% | -303.9% | +16.1% |
| All | -89.7% | +53,734.7% | -53,824.4% | -94.1% |
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 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