+352.1%
IDXX vs CG
+314.7%
+37.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -5.7% | -9.9% | +4.1% | -2.2% |
| 30D | -11.5% | -11.7% | +0.1% | -7.7% |
| 3M | -9.5% | -4.3% | -5.3% | -8.6% |
| 6M | -16.0% | -8.8% | -7.2% | -13.9% |
| YTD | -25.4% | -26.9% | +1.5% | -17.8% |
| 1Y | -21.8% | -35.4% | +13.7% | -10.2% |
| 3Y | +7.0% | +43.0% | -36.0% | -13.7% |
| 5Y | -26.0% | +1.9% | -27.9% | -34.6% |
| All | +352.1% | +314.7% | +37.4% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling