+6,738.8%
CDNS vs IDXX
+53,929.9%
-47,191.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -6.5% | -4.3% | -2.2% | -5.3% |
| 30D | -13.0% | -13.7% | +0.7% | -9.1% |
| 3M | -26.0% | -9.1% | -17.0% | -24.2% |
| 6M | -2.8% | -15.4% | +12.6% | +1.7% |
| YTD | -8.8% | -25.1% | +16.3% | -0.8% |
| 1Y | -15.8% | -20.6% | +4.8% | -10.6% |
| 3Y | +19.7% | +8.7% | +11.0% | +12.9% |
| 5Y | +70.8% | -25.7% | +96.4% | +78.9% |
| 10Y | +1,038.0% | +360.6% | +677.4% | +630.9% |
| All | +6,738.8% | +53,929.9% | -47,191.1% | +1,450.0% |
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