+5,967.0%
CF vs IDXX
+3,351.8%
+2,615.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.6% |
| 7D | +6.0% | -3.5% | +9.5% | +7.2% |
| 30D | +14.8% | -8.4% | +23.3% | +18.0% |
| 3M | +14.1% | -5.2% | +19.3% | +15.3% |
| 6M | +28.5% | -17.5% | +46.0% | +34.3% |
| YTD | +74.9% | -20.9% | +95.8% | +84.9% |
| 1Y | +61.7% | -16.4% | +78.1% | +66.3% |
| 3Y | +80.3% | +4.7% | +75.6% | +62.4% |
| 5Y | +226.0% | -22.2% | +248.2% | +215.7% |
| 10Y | +569.9% | +369.3% | +200.6% | +142.2% |
| All | +5,967.0% | +3,351.8% | +2,615.1% | +437.4% |
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