+3,369.0%
CLS vs IDXX
+8,004.5%
-4,635.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.9% |
| 7D | +5.0% | -4.3% | +9.3% | +6.7% |
| 30D | +4.8% | -13.7% | +18.4% | +10.4% |
| 3M | -10.4% | -9.1% | -1.3% | -8.2% |
| 6M | +20.8% | -15.4% | +36.2% | +26.7% |
| YTD | +10.0% | -25.1% | +35.1% | +21.0% |
| 1Y | +28.5% | -20.6% | +49.1% | +37.7% |
| 3Y | +1,292.2% | +8.7% | +1,283.5% | +1,185.9% |
| 5Y | +3,616.8% | -25.7% | +3,642.5% | +3,752.8% |
| 10Y | +2,959.5% | +360.6% | +2,598.8% | +1,354.0% |
| All | +3,369.0% | +8,004.5% | -4,635.5% | +443.0% |
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