-23.0%
IDXX vs CNI
+12.6%
-35.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -5.7% | -0.4% | -5.4% | -5.6% |
| 30D | -11.5% | -2.7% | -8.8% | -10.3% |
| 3M | -9.5% | +3.9% | -13.5% | -11.4% |
| 6M | -16.0% | +16.4% | -32.3% | -22.7% |
| YTD | -25.4% | +25.8% | -51.2% | -34.4% |
| 1Y | -21.8% | +32.4% | -54.2% | -33.4% |
| 3Y | +7.0% | +19.1% | -12.0% | -6.1% |
| All | -23.0% | +12.6% | -35.6% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling