+159.5%
CVE vs IDXX
+12.2%
+147.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +5.9% | +4.2% | +1.8% | +5.6% |
| 30D | -10.9% | +33.1% | -44.0% | -13.3% |
| 3M | -4.5% | +24.2% | -28.7% | -6.5% |
| 6M | -1.0% | +33.2% | -34.2% | -4.2% |
| YTD | +74.7% | +4.1% | +70.6% | +74.6% |
| 1Y | +65.8% | +0.4% | +65.4% | +66.5% |
| 3Y | +73.2% | +62.9% | +10.3% | +54.1% |
| All | +159.5% | +12.2% | +147.3% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling