-15.8%
BIDU vs CPB
-33.6%
+17.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -2.2% |
| 7D | -5.2% | -5.4% | +0.2% | -5.9% |
| 30D | -14.5% | -7.8% | -6.7% | -15.3% |
| 3M | -22.9% | -6.9% | -16.0% | -23.5% |
| 6M | -27.8% | -12.2% | -15.6% | -29.6% |
| YTD | -30.7% | -21.1% | -9.6% | -33.3% |
| 1Y | -15.8% | -33.5% | +17.7% | -22.8% |
| All | -15.8% | -33.6% | +17.8% | -22.8% |
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