+54,395.2%
IDXX vs CASY
+33,979.4%
+20,415.7%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.2% | +13.3% | +1.9% |
| 7D | -4.4% | -16.5% | +12.1% | -1.1% |
| 30D | -13.5% | -26.4% | +12.9% | -8.3% |
| 3M | -11.0% | -17.3% | +6.3% | -8.7% |
| 6M | -15.6% | -5.2% | -10.4% | -16.0% |
| YTD | -23.9% | +14.1% | -37.9% | -27.2% |
| 1Y | -21.4% | +16.6% | -38.0% | -25.3% |
| 3Y | +10.6% | +163.7% | -153.1% | -12.7% |
| 5Y | -23.9% | +231.3% | -255.2% | -42.8% |
| 10Y | +368.4% | +462.9% | -94.4% | +207.7% |
| All | +54,395.2% | +33,979.4% | +20,415.7% | +16,970.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling