-3.1%
CMG vs IDXX
-26.5%
+23.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.1% | -5.7% | +3.7% | -0.2% |
| 30D | +10.9% | -11.5% | +22.5% | +15.3% |
| 3M | +15.8% | -9.5% | +25.4% | +19.0% |
| 6M | +6.9% | -16.0% | +22.9% | +12.4% |
| YTD | -2.2% | -25.4% | +23.2% | +6.8% |
| 1Y | -7.1% | -21.8% | +14.7% | -0.7% |
| 3Y | -7.1% | +7.0% | -14.2% | -16.2% |
| All | -3.1% | -26.5% | +23.5% | -1.6% |
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