+942.5%
CRDO vs IDXX
+7.6%
+935.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -4.5% | -5.7% | +1.3% | -2.1% |
| 30D | -39.2% | -11.5% | -27.7% | -36.1% |
| 3M | -38.5% | -9.5% | -28.9% | -36.8% |
| 6M | +40.6% | -16.0% | +56.5% | +48.9% |
| YTD | +13.2% | -25.4% | +38.6% | +26.5% |
| 1Y | +2.3% | -21.8% | +24.0% | +10.6% |
| 3Y | +942.5% | +7.0% | +935.5% | +806.6% |
| All | +942.5% | +7.6% | +935.0% | +806.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling