+22.8%
CB vs IDXX
-16.0%
+38.8%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -1.9% |
| 7D | +0.5% | -3.5% | +4.0% | +0.6% |
| 30D | -3.1% | -8.4% | +5.3% | -2.9% |
| 3M | +9.0% | -5.2% | +14.2% | +9.0% |
| 6M | +2.9% | -17.5% | +20.3% | +2.9% |
| YTD | +10.1% | -20.9% | +31.0% | +10.2% |
| 1Y | +22.8% | -16.4% | +39.2% | +22.7% |
| All | +22.8% | -16.0% | +38.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling