+8,930.1%
IDXX vs CRL
+1,300.0%
+7,630.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.0% |
| 7D | -4.3% | -6.9% | +2.6% | -2.0% |
| 30D | -13.7% | -3.2% | -10.5% | -12.8% |
| 3M | -9.1% | +46.5% | -55.6% | -20.5% |
| 6M | -15.4% | +63.1% | -78.5% | -29.3% |
| YTD | -25.1% | +36.9% | -62.0% | -34.1% |
| 1Y | -20.6% | +78.1% | -98.7% | -36.5% |
| 3Y | +8.7% | +36.7% | -27.9% | -10.0% |
| 5Y | -25.7% | -38.1% | +12.4% | -21.6% |
| 10Y | +360.6% | +246.6% | +114.0% | +184.6% |
| All | +8,930.1% | +1,300.0% | +7,630.1% | +3,468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling