+7.0%
IDXX vs CASY
+158.0%
-151.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | -0.1% |
| 7D | -5.7% | -18.6% | +12.9% | -3.7% |
| 30D | -11.5% | -26.6% | +15.1% | -8.6% |
| 3M | -9.5% | -32.8% | +23.2% | -5.6% |
| 6M | -16.0% | -10.0% | -5.9% | -16.7% |
| YTD | -25.4% | +11.6% | -37.0% | -29.2% |
| 1Y | -21.8% | +11.5% | -33.3% | -25.8% |
| 3Y | +7.0% | +160.7% | -153.6% | -10.7% |
| All | +7.0% | +158.0% | -151.0% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling