+1.3%
BIDU vs CPB
-32.6%
+33.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.4% | +7.5% | +3.7% |
| 7D | +2.4% | -8.6% | +11.0% | +1.5% |
| 30D | -10.5% | -7.2% | -3.2% | -11.1% |
| 3M | -26.2% | +0.9% | -27.1% | -26.1% |
| 6M | -16.4% | -11.8% | -4.6% | -18.2% |
| YTD | -23.9% | -19.4% | -4.5% | -26.0% |
| 1Y | +1.3% | -30.4% | +31.7% | -3.5% |
| All | +1.3% | -32.6% | +33.9% | -3.5% |
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