+353.2%
CFG vs IDXX
+791.8%
-438.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -0.6% | -4.4% | +3.8% | +0.7% |
| 30D | -4.5% | -13.5% | +9.0% | -0.6% |
| 3M | +6.3% | -11.0% | +17.3% | +9.6% |
| 6M | +20.6% | -15.6% | +36.2% | +26.0% |
| YTD | +21.2% | -23.9% | +45.1% | +30.2% |
| 1Y | +38.2% | -21.4% | +59.6% | +46.4% |
| 3Y | +185.9% | +10.6% | +175.3% | +165.4% |
| 5Y | +97.0% | -23.9% | +120.8% | +97.0% |
| 10Y | +306.8% | +368.4% | -61.6% | +130.6% |
| All | +353.2% | +791.8% | -438.6% | +117.9% |
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