-44.8%
BIDU vs CLBK
+41.8%
-86.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -5.2% | -1.4% | -3.9% | -5.0% |
| 30D | -14.5% | +4.5% | -19.0% | -15.1% |
| 3M | -22.9% | +22.8% | -45.7% | -25.4% |
| 6M | -27.8% | +43.4% | -71.3% | -31.9% |
| YTD | -30.7% | +64.1% | -94.8% | -36.2% |
| 1Y | -15.8% | +67.6% | -83.4% | -22.9% |
| 3Y | -33.2% | +53.3% | -86.5% | -39.6% |
| 5Y | -44.8% | +44.8% | -89.6% | -51.3% |
| All | -44.8% | +41.8% | -86.6% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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