-43.8%
BIDU vs CPB
-38.1%
-5.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.5% |
| 7D | -2.4% | -8.0% | +5.5% | -3.0% |
| 30D | -16.0% | -2.4% | -13.5% | -16.0% |
| 3M | -24.0% | +0.5% | -24.6% | -23.9% |
| 6M | -24.9% | -10.5% | -14.4% | -25.4% |
| YTD | -29.6% | -17.5% | -12.0% | -30.4% |
| 1Y | -15.2% | -31.0% | +15.9% | -17.0% |
| 3Y | -32.2% | -40.6% | +8.5% | -34.3% |
| 5Y | -43.8% | -37.7% | -6.0% | -42.0% |
| All | -43.8% | -38.1% | -5.7% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling