+487.4%
CSX vs IDXX
+360.5%
+127.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.9% | -5.7% | +4.8% | +0.7% |
| 30D | -2.0% | -11.5% | +9.6% | +1.4% |
| 3M | +3.6% | -9.5% | +13.2% | +6.3% |
| 6M | +22.0% | -16.0% | +38.0% | +27.4% |
| YTD | +36.3% | -25.4% | +61.7% | +47.0% |
| 1Y | +50.9% | -21.8% | +72.7% | +59.6% |
| 3Y | +69.2% | +7.0% | +62.1% | +55.6% |
| 5Y | +69.2% | -26.0% | +95.2% | +71.2% |
| All | +487.4% | +360.5% | +127.0% | +229.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling