+7.0%
IDXX vs CPB
-43.0%
+50.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -5.7% | -1.8% | -4.0% | -5.5% |
| 30D | -11.5% | -7.1% | -4.5% | -10.7% |
| 3M | -9.5% | -6.0% | -3.5% | -8.9% |
| 6M | -16.0% | -5.3% | -10.7% | -15.4% |
| YTD | -25.4% | -20.8% | -4.6% | -23.6% |
| 1Y | -21.8% | -33.8% | +12.1% | -18.4% |
| 3Y | +7.0% | -43.7% | +50.8% | +12.5% |
| All | +7.0% | -43.0% | +50.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling