+3,860.6%
CLS vs IDXX
-26.5%
+3,887.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +6.9% | +6.7% |
| 7D | +10.9% | -5.7% | +16.7% | +13.4% |
| 30D | +2.1% | -11.5% | +13.6% | +6.7% |
| 3M | -10.2% | -9.5% | -0.7% | -7.8% |
| 6M | +30.4% | -16.0% | +46.3% | +37.4% |
| YTD | +17.2% | -25.4% | +42.6% | +30.0% |
| 1Y | +41.0% | -21.8% | +62.8% | +53.0% |
| 3Y | +1,338.0% | +7.0% | +1,330.9% | +1,201.5% |
| All | +3,860.6% | -26.5% | +3,887.1% | +3,589.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling