+1,311.9%
IDXX vs CPAY
+1,532.9%
-220.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -5.7% | -2.0% | -3.8% | -5.1% |
| 30D | -11.5% | -0.4% | -11.2% | -11.5% |
| 3M | -9.5% | +16.4% | -25.9% | -14.1% |
| 6M | -16.0% | +23.5% | -39.5% | -22.2% |
| YTD | -25.4% | +35.7% | -61.1% | -33.4% |
| 1Y | -21.8% | +30.2% | -51.9% | -29.5% |
| 3Y | +7.0% | +49.7% | -42.7% | -9.7% |
| 5Y | -26.0% | +56.6% | -82.5% | -39.4% |
| 10Y | +358.9% | +153.8% | +205.2% | +215.2% |
| All | +1,311.9% | +1,532.9% | -220.9% | +471.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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