+159.4%
CCJ vs IDXX
+7.6%
+151.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.0% | -5.7% | +1.7% | -3.0% |
| 30D | -2.4% | -11.5% | +9.2% | -0.3% |
| 3M | -2.3% | -9.5% | +7.2% | -0.8% |
| 6M | -16.2% | -16.0% | -0.3% | -13.8% |
| YTD | +5.7% | -25.4% | +31.1% | +11.0% |
| 1Y | +21.3% | -21.8% | +43.0% | +26.0% |
| 3Y | +159.4% | +7.0% | +152.4% | +134.7% |
| All | +159.4% | +7.6% | +151.8% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling