-67.0%
CSGP vs IDXX
-25.3%
-41.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | -5.4% | -4.4% | -1.0% | -3.6% |
| 30D | -6.0% | -13.5% | +7.5% | -0.3% |
| 3M | -12.8% | -11.0% | -1.8% | -8.6% |
| 6M | -38.9% | -15.6% | -23.3% | -34.7% |
| YTD | -56.0% | -23.9% | -32.2% | -51.1% |
| 1Y | -66.4% | -21.4% | -45.0% | -63.4% |
| 3Y | -64.2% | +10.6% | -74.8% | -68.1% |
| 5Y | -67.0% | -23.9% | -43.2% | -66.8% |
| All | -67.0% | -25.3% | -41.7% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling