+503.2%
CMI vs IDXX
+360.5%
+142.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.7% | -5.7% | +5.0% | +0.8% |
| 30D | -12.4% | -11.5% | -0.8% | -9.6% |
| 3M | -14.8% | -9.5% | -5.2% | -13.0% |
| 6M | +0.8% | -16.0% | +16.8% | +4.7% |
| YTD | +10.2% | -25.4% | +35.6% | +18.1% |
| 1Y | +37.4% | -21.8% | +59.2% | +44.7% |
| 3Y | +153.3% | +7.0% | +146.2% | +135.7% |
| 5Y | +167.6% | -26.0% | +193.6% | +169.9% |
| All | +503.2% | +360.5% | +142.7% | +212.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling