+661.7%
CCL vs IDXX
+53,929.9%
-53,268.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -4.3% | -4.3% | 0.0% | -3.3% |
| 30D | -19.0% | -13.7% | -5.3% | -16.2% |
| 3M | -13.1% | -9.1% | -4.0% | -11.2% |
| 6M | -13.3% | -15.4% | +2.1% | -9.7% |
| YTD | -25.2% | -25.1% | -0.1% | -20.1% |
| 1Y | -27.2% | -20.6% | -6.6% | -23.4% |
| 3Y | +49.2% | +8.7% | +40.5% | +44.2% |
| 5Y | +0.4% | -25.7% | +26.0% | +4.6% |
| 10Y | -42.3% | +360.6% | -402.9% | -58.3% |
| All | +661.7% | +53,929.9% | -53,268.1% | +186.3% |
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