+25.2%
CVNA vs IDXX
-2.6%
+27.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.9% | +4.9% | +7.0% |
| 7D | +31.3% | +24.1% | +7.3% | +19.1% |
| 30D | +21.7% | +32.5% | -10.8% | +6.4% |
| 3M | +14.0% | +18.8% | -4.8% | +6.0% |
| 6M | +3.0% | +24.0% | -21.1% | -6.6% |
| YTD | -8.1% | +3.3% | -11.4% | -9.8% |
| 1Y | +25.2% | -3.3% | +28.4% | +25.9% |
| All | +25.2% | -2.6% | +27.8% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling