+537.7%
BIDU vs CPB
+46.5%
+491.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.1% |
| 7D | -4.6% | -1.6% | -3.0% | -4.3% |
| 30D | -4.5% | +19.2% | -23.8% | -7.4% |
| 3M | -25.4% | -0.9% | -24.4% | -25.5% |
| 6M | -48.1% | +15.2% | -63.3% | -49.7% |
| YTD | -40.2% | -13.1% | -27.1% | -39.3% |
| 1Y | -35.2% | -22.4% | -12.8% | -32.9% |
| 3Y | -27.1% | -35.3% | +8.2% | -22.9% |
| 5Y | -54.2% | -33.0% | -21.2% | -53.2% |
| 10Y | -52.0% | -39.2% | -12.9% | -52.9% |
| All | +537.7% | +46.5% | +491.1% | +254.3% |
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