+7,282.5%
CSX vs IDXX
+55,389.1%
-48,106.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | +0.6% | -4.6% | +5.2% | +1.4% |
| 30D | -2.3% | -11.3% | +9.1% | -0.4% |
| 3M | +4.3% | -7.3% | +11.6% | +5.4% |
| 6M | +23.4% | -14.5% | +37.9% | +26.1% |
| YTD | +36.4% | -23.1% | +59.5% | +41.6% |
| 1Y | +53.0% | -20.3% | +73.4% | +57.6% |
| 3Y | +70.6% | +11.7% | +58.9% | +63.7% |
| 5Y | +65.5% | -24.4% | +89.8% | +66.2% |
| 10Y | +482.4% | +355.5% | +126.8% | +347.1% |
| All | +7,282.5% | +55,389.1% | -48,106.6% | +3,344.4% |
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