-24.8%
CCL vs IDXX
-16.0%
-8.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.4% |
| 7D | -5.0% | -3.5% | -1.5% | -3.4% |
| 30D | -20.3% | -8.4% | -11.9% | -16.9% |
| 3M | -15.1% | -5.2% | -9.9% | -13.0% |
| 6M | -15.1% | -17.5% | +2.4% | -9.2% |
| YTD | -21.8% | -20.9% | -0.9% | -15.8% |
| 1Y | -24.8% | -16.4% | -8.4% | -19.4% |
| All | -24.8% | -16.0% | -8.7% | -19.4% |
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