-21.4%
IDXX vs CRBG
+6.3%
-27.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -4.4% | +0.8% | -5.3% | -4.6% |
| 30D | -13.5% | -1.9% | -11.6% | -13.2% |
| 3M | -11.0% | +23.6% | -34.6% | -14.7% |
| 6M | -15.6% | +36.5% | -52.1% | -20.9% |
| YTD | -23.9% | +14.3% | -38.1% | -27.4% |
| 1Y | -21.4% | +4.8% | -26.2% | -27.4% |
| All | -21.4% | +6.3% | -27.7% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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