+98.8%
CVE vs IDXX
-16.0%
+114.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.1% |
| 7D | +2.5% | -3.5% | +6.0% | +1.8% |
| 30D | +16.7% | -8.4% | +25.2% | +14.9% |
| 3M | +9.3% | -5.2% | +14.5% | +8.7% |
| 6M | +43.6% | -17.5% | +61.1% | +42.4% |
| YTD | +93.6% | -20.9% | +114.5% | +91.4% |
| 1Y | +98.8% | -16.4% | +115.2% | +95.0% |
| All | +98.8% | -16.0% | +114.8% | +95.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling