-50.4%
BIDU vs CHD
+126.1%
-176.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -8.1% | -4.5% | -3.6% | -8.0% |
| 30D | -12.8% | -6.7% | -6.1% | -12.7% |
| 3M | -21.3% | -2.7% | -18.6% | -21.2% |
| 6M | -27.0% | -4.9% | -22.0% | -26.9% |
| YTD | -30.0% | +13.3% | -43.4% | -30.4% |
| 1Y | -18.3% | +1.0% | -19.3% | -18.2% |
| 3Y | -33.8% | +1.3% | -35.2% | -34.0% |
| 5Y | -44.3% | +20.8% | -65.1% | -46.0% |
| All | -50.4% | +126.1% | -176.5% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling