-9.5%
IDXX vs CAI
+42.3%
-51.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -5.7% | -2.9% | -2.8% | -5.6% |
| 30D | -11.5% | +9.3% | -20.9% | -12.2% |
| 3M | -9.5% | +35.2% | -44.8% | -10.3% |
| All | -9.5% | +42.3% | -51.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3mo: compounded portfolio wealth divided by compounded CAI 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…
3mo analysis · Full analysis span regression · Available span rolling