-69.3%
CPNG vs IDXX
+1.8%
-71.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.2% |
| 7D | -1.1% | -5.7% | +4.6% | +1.8% |
| 30D | -7.4% | -11.5% | +4.2% | -1.6% |
| 3M | -12.3% | -9.5% | -2.8% | -8.6% |
| 6M | -19.4% | -16.0% | -3.5% | -13.2% |
| YTD | -35.9% | -25.4% | -10.5% | -27.0% |
| 1Y | -53.4% | -21.8% | -31.6% | -48.8% |
| 3Y | -20.0% | +7.0% | -27.0% | -33.0% |
| 5Y | -49.6% | -26.0% | -23.6% | -52.3% |
| All | -69.3% | +1.8% | -71.1% | -77.2% |
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 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