+7.0%
IDXX vs CNI
+19.7%
-12.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -5.7% | -0.4% | -5.4% | -5.6% |
| 30D | -11.5% | -2.7% | -8.8% | -10.7% |
| 3M | -9.5% | +3.9% | -13.5% | -10.8% |
| 6M | -16.0% | +16.4% | -32.3% | -20.5% |
| YTD | -25.4% | +25.8% | -51.2% | -31.5% |
| 1Y | -21.8% | +32.4% | -54.2% | -29.7% |
| 3Y | +7.0% | +19.1% | -12.0% | -4.6% |
| All | +7.0% | +19.7% | -12.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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