+1,298.7%
CRDO vs IDXX
+7.4%
+1,291.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -4.5% | -5.7% | +1.3% | -1.6% |
| 30D | -39.2% | -11.5% | -27.7% | -35.5% |
| 3M | -38.5% | -9.5% | -28.9% | -36.5% |
| 6M | +40.6% | -16.0% | +56.5% | +50.0% |
| YTD | +13.2% | -25.4% | +38.6% | +28.1% |
| 1Y | +2.3% | -21.8% | +24.0% | +11.5% |
| 3Y | +942.5% | +7.0% | +935.5% | +789.7% |
| All | +1,298.7% | +7.4% | +1,291.3% | +1,034.5% |
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 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