+155.4%
IDXX vs CLBK
+65.5%
+89.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -5.7% | -1.5% | -4.3% | -5.4% |
| 30D | -11.5% | -1.0% | -10.5% | -11.3% |
| 3M | -9.5% | +22.9% | -32.5% | -14.3% |
| 6M | -16.0% | +44.2% | -60.2% | -23.5% |
| YTD | -25.4% | +64.0% | -89.4% | -34.5% |
| 1Y | -21.8% | +65.7% | -87.4% | -31.7% |
| 3Y | +7.0% | +54.1% | -47.0% | -6.5% |
| 5Y | -26.0% | +44.7% | -70.7% | -35.7% |
| All | +155.4% | +65.5% | +89.9% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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