+7.0%
IDXX vs CRL
+38.6%
-31.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | -5.7% | -3.5% | -2.2% | -4.8% |
| 30D | -11.5% | -2.1% | -9.4% | -11.1% |
| 3M | -9.5% | +48.0% | -57.5% | -19.0% |
| 6M | -16.0% | +64.7% | -80.7% | -27.3% |
| YTD | -25.4% | +39.5% | -64.9% | -32.9% |
| 1Y | -21.8% | +74.2% | -96.0% | -34.2% |
| 3Y | +7.0% | +39.4% | -32.3% | -11.1% |
| All | +7.0% | +38.6% | -31.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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