+132.5%
CNP vs IDXX
+360.5%
-228.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -1.4% | -5.7% | +4.3% | -0.3% |
| 30D | -2.9% | -11.5% | +8.6% | -0.7% |
| 3M | -7.5% | -9.5% | +2.0% | -6.0% |
| 6M | -7.9% | -16.0% | +8.1% | -5.2% |
| YTD | +3.7% | -25.4% | +29.1% | +9.2% |
| 1Y | +4.6% | -21.8% | +26.4% | +8.5% |
| 3Y | +49.1% | +7.0% | +42.1% | +39.8% |
| 5Y | +69.2% | -26.0% | +95.2% | +71.3% |
| All | +132.5% | +360.5% | -228.0% | +38.0% |
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