+94.7%
CVE vs IDXX
+1,875.7%
-1,781.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.4% | +3.3% |
| 7D | +0.2% | -4.6% | +4.8% | +1.5% |
| 30D | +17.5% | -11.3% | +28.8% | +21.4% |
| 3M | +16.2% | -7.3% | +23.5% | +17.8% |
| 6M | +47.8% | -14.5% | +62.3% | +52.5% |
| YTD | +98.5% | -23.1% | +121.6% | +110.8% |
| 1Y | +109.8% | -20.3% | +130.1% | +118.5% |
| 3Y | +75.5% | +11.7% | +63.8% | +56.6% |
| 5Y | +341.6% | -24.4% | +365.9% | +337.4% |
| 10Y | +159.8% | +355.5% | -195.7% | +14.2% |
| All | +94.7% | +1,875.7% | -1,781.0% | -63.1% |
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