-50.8%
BIDU vs CPB
-45.5%
-5.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.7% |
| 7D | -5.2% | -5.4% | +0.2% | -5.3% |
| 30D | -14.5% | -7.8% | -6.7% | -14.6% |
| 3M | -22.9% | -6.9% | -16.0% | -23.0% |
| 6M | -27.8% | -12.2% | -15.6% | -28.0% |
| YTD | -30.7% | -21.1% | -9.6% | -30.9% |
| 1Y | -15.8% | -33.5% | +17.7% | -16.2% |
| 3Y | -33.2% | -43.2% | +9.9% | -33.7% |
| 5Y | -44.8% | -40.9% | -3.9% | -45.3% |
| All | -50.8% | -45.5% | -5.3% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling