-25.9%
CCJ vs IDXX
-2.6%
-23.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.2% | -1.4% |
| 7D | -14.5% | +24.1% | -38.6% | -15.1% |
| 30D | -18.1% | +32.5% | -50.6% | -19.6% |
| 3M | -23.0% | +18.8% | -41.8% | -22.7% |
| 6M | -39.4% | +24.0% | -63.4% | -39.7% |
| YTD | -21.7% | +3.3% | -24.9% | -16.6% |
| 1Y | -25.9% | -3.3% | -22.7% | -18.7% |
| All | -25.9% | -2.6% | -23.3% | -18.7% |
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