+893.1%
CCI vs IDXX
+10,252.8%
-9,359.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | -0.3% | -5.7% | +5.5% | +1.4% |
| 30D | +2.2% | -11.5% | +13.8% | +5.7% |
| 3M | -16.9% | -9.5% | -7.3% | -14.8% |
| 6M | -11.5% | -16.0% | +4.4% | -7.7% |
| YTD | -12.8% | -25.4% | +12.6% | -6.2% |
| 1Y | -17.1% | -21.8% | +4.7% | -12.5% |
| 3Y | -9.6% | +7.0% | -16.7% | -15.9% |
| 5Y | -48.9% | -26.0% | -23.0% | -48.5% |
| 10Y | +23.2% | +358.9% | -335.7% | -29.1% |
| All | +893.1% | +10,252.8% | -9,359.8% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling