-63.3%
CSGP vs IDXX
+9.2%
-72.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.9% |
| 7D | -5.1% | -4.6% | -0.6% | -3.7% |
| 30D | +0.3% | -11.3% | +11.7% | +4.4% |
| 3M | -9.1% | -7.3% | -1.8% | -6.8% |
| 6M | -37.3% | -14.5% | -22.8% | -34.2% |
| YTD | -54.9% | -23.1% | -31.8% | -51.3% |
| 1Y | -65.5% | -20.3% | -45.2% | -63.3% |
| 3Y | -63.3% | +11.7% | -74.9% | -66.7% |
| All | -63.3% | +9.2% | -72.4% | -66.7% |
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 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