+174.6%
CVE vs IDXX
+360.5%
-185.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +2.3% | -5.7% | +8.0% | +3.6% |
| 30D | +9.7% | -11.5% | +21.3% | +12.7% |
| 3M | +16.9% | -9.5% | +26.4% | +18.9% |
| 6M | +41.4% | -16.0% | +57.3% | +45.5% |
| YTD | +98.0% | -25.4% | +123.4% | +109.3% |
| 1Y | +98.2% | -21.8% | +120.0% | +105.8% |
| 3Y | +77.9% | +7.0% | +70.9% | +63.0% |
| 5Y | +341.6% | -26.0% | +367.5% | +343.2% |
| All | +174.6% | +360.5% | -185.9% | +56.5% |
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