+32.2%
CB vs IDXX
-2.6%
+34.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.9% | +1.9% |
| 7D | +5.3% | +24.1% | -18.8% | +4.0% |
| 30D | +13.2% | +32.5% | -19.3% | +11.6% |
| 3M | +7.8% | +18.8% | -11.0% | +6.5% |
| 6M | +15.8% | +24.0% | -8.3% | +14.2% |
| YTD | +21.0% | +3.3% | +17.7% | +18.4% |
| 1Y | +32.2% | -3.3% | +35.4% | +29.3% |
| All | +32.2% | -2.6% | +34.8% | +29.3% |
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