+3,264.4%
CSGP vs IDXX
+8,487.5%
-5,223.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.8% |
| 7D | -4.1% | -3.5% | -0.5% | -3.0% |
| 30D | +2.3% | -8.4% | +10.8% | +5.3% |
| 3M | -8.2% | -5.2% | -3.0% | -6.5% |
| 6M | -35.1% | -17.5% | -17.6% | -31.0% |
| YTD | -54.0% | -20.9% | -33.2% | -50.5% |
| 1Y | -65.3% | -16.4% | -48.9% | -63.5% |
| 3Y | -62.6% | +4.7% | -67.3% | -64.5% |
| 5Y | -64.8% | -22.2% | -42.6% | -64.0% |
| 10Y | +45.1% | +369.3% | -324.2% | -13.3% |
| All | +3,264.4% | +8,487.5% | -5,223.2% | +903.9% |
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