-3.3%
IDXX vs CASY
+32.1%
-35.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +4.0% |
| 7D | +24.1% | +0.8% | +23.3% | +24.1% |
| 30D | +32.5% | +9.4% | +23.1% | +32.8% |
| 3M | +18.8% | -20.6% | +39.4% | +18.0% |
| 6M | +24.0% | -20.7% | +44.8% | +25.5% |
| YTD | +3.3% | +22.5% | -19.2% | -1.4% |
| 1Y | -3.3% | +29.5% | -32.7% | -8.9% |
| All | -3.3% | +32.1% | -35.4% | -8.9% |
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