+38.8%
CFG vs IDXX
-16.0%
+54.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.3% |
| 7D | +1.5% | -3.5% | +5.1% | +2.4% |
| 30D | -3.8% | -8.4% | +4.6% | -1.8% |
| 3M | +11.5% | -5.2% | +16.7% | +12.7% |
| 6M | +19.2% | -17.5% | +36.7% | +24.3% |
| YTD | +23.7% | -20.9% | +44.6% | +30.0% |
| 1Y | +38.8% | -16.4% | +55.3% | +44.8% |
| All | +38.8% | -16.0% | +54.9% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling