+47.3%
IDXX vs CRBG
+117.3%
-70.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -5.7% | +0.6% | -6.3% | -5.9% |
| 30D | -11.5% | +2.6% | -14.2% | -12.2% |
| 3M | -9.5% | +24.0% | -33.5% | -14.6% |
| 6M | -16.0% | +50.5% | -66.5% | -24.8% |
| YTD | -25.4% | +17.1% | -42.5% | -29.1% |
| 1Y | -21.8% | +5.9% | -27.7% | -24.0% |
| 3Y | +7.0% | +122.7% | -115.7% | -21.0% |
| All | +47.3% | +117.3% | -70.0% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling