+4,408.3%
CHRW vs IDXX
+11,078.6%
-6,670.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | +4.4% | -4.3% | +8.7% | +5.4% |
| 30D | +5.5% | -13.7% | +19.2% | +9.1% |
| 3M | -17.3% | -9.1% | -8.2% | -15.6% |
| 6M | -12.7% | -15.4% | +2.8% | -9.5% |
| YTD | -4.1% | -25.1% | +21.0% | +2.3% |
| 1Y | +21.2% | -20.6% | +41.8% | +26.9% |
| 3Y | +88.9% | +8.7% | +80.2% | +78.1% |
| 5Y | +93.1% | -25.7% | +118.8% | +94.7% |
| 10Y | +178.1% | +360.6% | -182.5% | +70.7% |
| All | +4,408.3% | +11,078.6% | -6,670.3% | +1,140.3% |
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