-15.6%
IDXX vs CASY
-4.4%
-11.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.2% | +13.3% | -1.5% |
| 7D | -4.4% | -16.5% | +12.1% | -5.0% |
| 30D | -13.5% | -26.4% | +12.9% | -14.8% |
| 3M | -11.0% | -17.3% | +6.3% | -11.5% |
| 6M | -15.6% | -5.2% | -10.4% | -21.3% |
| All | -15.6% | -4.4% | -11.2% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling