+711.7%
BIDU vs CPB
+35.9%
+675.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.4% | +7.5% | +4.6% |
| 7D | +2.4% | -8.6% | +11.0% | +3.9% |
| 30D | -10.5% | -7.2% | -3.2% | -9.5% |
| 3M | -26.2% | +0.9% | -27.1% | -26.7% |
| 6M | -16.4% | -11.8% | -4.6% | -15.1% |
| YTD | -23.9% | -19.4% | -4.5% | -21.6% |
| 1Y | +1.3% | -30.4% | +31.7% | +6.8% |
| 3Y | -32.1% | -40.2% | +8.1% | -27.2% |
| 5Y | -39.0% | -39.5% | +0.5% | -36.4% |
| 10Y | -44.0% | -47.4% | +3.3% | -42.3% |
| All | +711.7% | +35.9% | +675.9% | +357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling