+3,269.8%
CSGP vs IDXX
+11,195.9%
-7,926.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +1.3% | +4.2% | -2.8% | 0.0% |
| 30D | +2.8% | +33.1% | -30.3% | -6.9% |
| 3M | -6.3% | +24.2% | -30.5% | -13.3% |
| 6M | -3.2% | +33.2% | -36.4% | -12.4% |
| YTD | -54.0% | +4.1% | -58.1% | -55.0% |
| 1Y | -54.8% | +0.4% | -55.2% | -55.3% |
| 3Y | -60.6% | +62.9% | -123.4% | -67.8% |
| 5Y | -62.6% | +12.1% | -74.7% | -66.2% |
| 10Y | +66.3% | +545.1% | -478.8% | -10.8% |
| All | +3,269.8% | +11,195.9% | -7,926.1% | +813.7% |
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 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