+79.8%
CVE vs IDXX
+9.8%
+70.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +2.0% | -4.4% | +6.4% | +2.2% |
| 30D | +13.2% | -13.5% | +26.7% | +14.2% |
| 3M | +21.7% | -11.0% | +32.7% | +22.5% |
| 6M | +48.4% | -15.6% | +64.0% | +50.1% |
| YTD | +100.1% | -23.9% | +124.0% | +104.7% |
| 1Y | +107.8% | -21.4% | +129.3% | +110.9% |
| All | +79.8% | +9.8% | +70.0% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling