+8.1%
BIDU vs CAI
-9.9%
+18.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.8% |
| 7D | -8.1% | -2.9% | -5.2% | -7.9% |
| 30D | -12.8% | +9.3% | -22.2% | -13.3% |
| 3M | -21.3% | +35.2% | -56.5% | -22.6% |
| 6M | -27.0% | +30.7% | -57.7% | -28.3% |
| YTD | -30.0% | -9.8% | -20.3% | -30.7% |
| 1Y | -18.3% | -28.9% | +10.6% | -18.5% |
| All | +8.1% | -9.9% | +18.0% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling