+579.7%
CF vs IDXX
+360.5%
+219.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -0.2% | -5.7% | +5.5% | +0.7% |
| 30D | +11.5% | -11.5% | +23.0% | +13.5% |
| 3M | +25.5% | -9.5% | +35.1% | +27.1% |
| 6M | +11.8% | -16.0% | +27.8% | +14.0% |
| YTD | +74.6% | -25.4% | +100.0% | +81.5% |
| 1Y | +57.7% | -21.8% | +79.5% | +61.8% |
| 3Y | +74.2% | +7.0% | +67.2% | +63.5% |
| 5Y | +223.8% | -26.0% | +249.7% | +228.2% |
| All | +579.7% | +360.5% | +219.2% | +334.1% |
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