+20.2%
CLF vs IDXX
-2.6%
+22.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.9% | -13.1% | -9.8% |
| 7D | -7.9% | +24.1% | -32.0% | -11.7% |
| 30D | +5.2% | +32.5% | -27.3% | -1.8% |
| 3M | +4.3% | +18.8% | -14.5% | +1.8% |
| 6M | +25.3% | +24.0% | +1.2% | +19.3% |
| YTD | -3.3% | +3.3% | -6.6% | -1.8% |
| 1Y | +20.2% | -3.3% | +23.5% | +26.5% |
| All | +20.2% | -2.6% | +22.9% | +26.5% |
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