+604.8%
CRS vs IDXX
+7.6%
+597.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -6.8% | -5.7% | -1.0% | -5.3% |
| 30D | -16.1% | -11.5% | -4.6% | -13.5% |
| 3M | -21.2% | -9.5% | -11.6% | -19.5% |
| 6M | +8.7% | -16.0% | +24.6% | +13.2% |
| YTD | +41.0% | -25.4% | +66.4% | +51.1% |
| 1Y | +82.7% | -21.8% | +104.4% | +92.8% |
| 3Y | +604.8% | +7.0% | +597.7% | +536.4% |
| All | +604.8% | +7.6% | +597.2% | +536.4% |
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