-54.5%
BIDU vs CPB
-34.3%
-20.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.7% |
| 7D | -2.3% | -5.8% | +3.5% | -2.8% |
| 30D | -7.3% | +16.5% | -23.8% | -6.1% |
| 3M | -26.0% | -1.1% | -24.9% | -25.9% |
| 6M | -44.5% | +11.5% | -56.0% | -44.0% |
| YTD | -40.6% | -15.7% | -24.8% | -41.2% |
| 1Y | -39.8% | -24.7% | -15.1% | -40.9% |
| 3Y | -26.7% | -37.3% | +10.6% | -28.5% |
| 5Y | -54.5% | -35.0% | -19.4% | -50.7% |
| All | -54.5% | -34.3% | -20.2% | -50.7% |
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 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