-2.9%
IDXX vs CAI
-9.9%
+6.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -5.7% | -2.9% | -2.8% | -5.4% |
| 30D | -11.5% | +9.3% | -20.9% | -12.8% |
| 3M | -9.5% | +35.2% | -44.8% | -13.7% |
| 6M | -16.0% | +30.7% | -46.7% | -20.1% |
| YTD | -25.4% | -9.8% | -15.6% | -26.4% |
| 1Y | -21.8% | -28.9% | +7.1% | -20.4% |
| All | -2.9% | -9.9% | +6.9% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling