-16.4%
IDXX vs CASY
+51.2%
-67.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -8.4% | -11.3% | +2.9% | -8.7% |
| 3M | -5.2% | -0.6% | -4.6% | -5.4% |
| 6M | -17.5% | +10.7% | -28.2% | -19.5% |
| YTD | -20.9% | +37.1% | -58.0% | -25.4% |
| 1Y | -16.4% | +52.3% | -68.7% | -24.7% |
| All | -16.4% | +51.2% | -67.6% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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