+272.1%
CNQ vs IDXX
-26.5%
+298.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.1% | -5.7% | +5.8% | +0.7% |
| 30D | +6.2% | -11.5% | +17.7% | +7.5% |
| 3M | +12.4% | -9.5% | +21.9% | +13.3% |
| 6M | +9.0% | -16.0% | +25.0% | +10.7% |
| YTD | +52.2% | -25.4% | +77.6% | +56.9% |
| 1Y | +65.0% | -21.8% | +86.8% | +68.2% |
| 3Y | +78.8% | +7.0% | +71.8% | +66.8% |
| All | +272.1% | -26.5% | +298.6% | +247.5% |
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