-42.6%
CCL vs IDXX
+360.5%
-403.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -3.2% | -5.7% | +2.5% | -0.6% |
| 30D | -17.8% | -11.5% | -6.2% | -13.2% |
| 3M | -18.7% | -9.5% | -9.1% | -15.2% |
| 6M | -11.4% | -16.0% | +4.6% | -4.1% |
| YTD | -24.3% | -25.4% | +1.1% | -14.0% |
| 1Y | -28.8% | -21.8% | -7.0% | -21.4% |
| 3Y | +49.3% | +7.0% | +42.3% | +36.6% |
| 5Y | +1.6% | -26.0% | +27.6% | +1.8% |
| All | -42.6% | +360.5% | -403.1% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling