-60.2%
BIDU vs CLBK
+64.7%
-125.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -2.4% | -1.5% | -1.0% | -2.1% |
| 30D | -16.0% | +6.7% | -22.6% | -17.4% |
| 3M | -24.0% | +21.2% | -45.2% | -27.7% |
| 6M | -24.9% | +42.0% | -66.8% | -31.3% |
| YTD | -29.6% | +63.3% | -92.8% | -38.0% |
| 1Y | -15.2% | +65.4% | -80.5% | -25.9% |
| 3Y | -32.2% | +52.5% | -84.6% | -41.5% |
| 5Y | -43.8% | +42.0% | -85.7% | -52.6% |
| All | -60.2% | +64.7% | -125.0% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling