+218.4%
CF vs IDXX
-26.5%
+245.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -0.2% | -5.7% | +5.5% | +0.1% |
| 30D | +11.5% | -11.5% | +23.0% | +12.1% |
| 3M | +25.5% | -9.5% | +35.1% | +26.0% |
| 6M | +11.8% | -16.0% | +27.8% | +12.6% |
| YTD | +74.6% | -25.4% | +100.0% | +77.6% |
| 1Y | +57.7% | -21.8% | +79.5% | +59.3% |
| 3Y | +74.2% | +7.0% | +67.2% | +67.5% |
| All | +218.4% | -26.5% | +245.0% | +238.1% |
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