+82.7%
CRS vs IDXX
-20.8%
+103.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -6.8% | -5.7% | -1.0% | -5.5% |
| 30D | -16.1% | -11.5% | -4.6% | -13.9% |
| 3M | -21.2% | -9.5% | -11.6% | -19.7% |
| 6M | +8.7% | -16.0% | +24.6% | +13.0% |
| YTD | +41.0% | -25.4% | +66.4% | +49.9% |
| 1Y | +82.7% | -21.8% | +104.4% | +97.3% |
| All | +82.7% | -20.8% | +103.5% | +97.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling