+346.2%
CVE vs IDXX
-25.3%
+371.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +2.0% | -4.4% | +6.4% | +2.5% |
| 30D | +13.2% | -13.5% | +26.7% | +15.0% |
| 3M | +21.7% | -11.0% | +32.7% | +23.0% |
| 6M | +48.4% | -15.6% | +64.0% | +50.8% |
| YTD | +100.1% | -23.9% | +124.0% | +106.2% |
| 1Y | +107.8% | -21.4% | +129.3% | +112.3% |
| 3Y | +76.9% | +10.6% | +66.3% | +64.9% |
| 5Y | +346.2% | -23.9% | +370.1% | +316.4% |
| All | +346.2% | -25.3% | +371.6% | +316.4% |
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