+71.4%
CVE vs IDXX
+2,574.6%
-2,503.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +5.9% | +4.2% | +1.8% | +4.8% |
| 30D | -10.9% | +33.1% | -44.0% | -18.5% |
| 3M | -4.5% | +24.2% | -28.7% | -11.1% |
| 6M | -1.0% | +33.2% | -34.2% | -10.4% |
| YTD | +74.7% | +4.1% | +70.6% | +68.7% |
| 1Y | +65.8% | +0.4% | +65.4% | +61.5% |
| 3Y | +73.2% | +62.9% | +10.3% | +37.4% |
| 5Y | +155.6% | +12.1% | +143.5% | +122.8% |
| 10Y | +149.3% | +545.1% | -395.8% | -2.0% |
| All | +71.4% | +2,574.6% | -2,503.2% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling