-35.7%
BIDU vs CPB
-18.4%
-17.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.9% | -1.4% | +4.8% |
| 7D | +1.2% | +13.0% | -11.8% | +2.1% |
| 30D | -7.5% | +20.5% | -28.1% | -6.1% |
| 3M | -28.6% | +2.2% | -30.8% | -28.4% |
| 6M | -36.9% | +15.4% | -52.3% | -36.5% |
| YTD | -38.4% | -12.3% | -26.1% | -38.5% |
| 1Y | -35.7% | -18.0% | -17.7% | -34.7% |
| All | -35.7% | -18.4% | -17.2% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling