+3,817.8%
CL vs IDXX
+55,389.1%
-51,571.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.1% |
| 7D | -1.4% | -4.6% | +3.2% | -0.9% |
| 30D | -5.2% | -11.3% | +6.1% | -4.1% |
| 3M | +3.3% | -7.3% | +10.6% | +4.0% |
| 6M | -4.4% | -14.5% | +10.1% | -3.0% |
| YTD | +13.9% | -23.1% | +37.0% | +16.7% |
| 1Y | +7.6% | -20.3% | +28.0% | +9.6% |
| 3Y | +29.6% | +11.7% | +17.9% | +25.9% |
| 5Y | +28.1% | -24.4% | +52.4% | +27.8% |
| 10Y | +53.4% | +355.5% | -302.2% | +27.2% |
| All | +3,817.8% | +55,389.1% | -51,571.3% | +2,025.8% |
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 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