+58.4%
CNH vs IDXX
+930.5%
-872.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -5.7% | -5.7% | 0.0% | -3.9% |
| 30D | +26.6% | -11.5% | +38.1% | +31.3% |
| 3M | +31.1% | -9.5% | +40.6% | +34.8% |
| 6M | +24.9% | -16.0% | +40.8% | +31.0% |
| YTD | +48.7% | -25.4% | +74.1% | +61.5% |
| 1Y | +22.2% | -21.8% | +44.0% | +30.1% |
| 3Y | +7.4% | +7.0% | +0.4% | +0.1% |
| 5Y | +10.8% | -26.0% | +36.8% | +12.3% |
| 10Y | +154.7% | +358.9% | -204.3% | +42.5% |
| All | +58.4% | +930.5% | -872.1% | -29.6% |
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 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