-16.1%
CPRT vs IDXX
-26.5%
+10.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -11.2% | -5.7% | -5.4% | -9.4% |
| 30D | +3.3% | -11.5% | +14.9% | +7.3% |
| 3M | -3.6% | -9.5% | +6.0% | -0.5% |
| 6M | -15.8% | -16.0% | +0.2% | -11.3% |
| YTD | -23.5% | -25.4% | +1.9% | -16.4% |
| 1Y | -38.8% | -21.8% | -17.0% | -34.7% |
| 3Y | -33.4% | +7.0% | -40.5% | -40.0% |
| All | -16.1% | -26.5% | +10.4% | -14.7% |
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