-50.4%
BIDU vs CRL
+256.1%
-306.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.3% |
| 7D | -8.1% | -3.5% | -4.6% | -7.0% |
| 30D | -12.8% | -2.1% | -10.7% | -12.1% |
| 3M | -21.3% | +48.0% | -69.2% | -31.6% |
| 6M | -27.0% | +64.7% | -91.7% | -39.6% |
| YTD | -30.0% | +39.5% | -69.5% | -39.2% |
| 1Y | -18.3% | +74.2% | -92.5% | -34.8% |
| 3Y | -33.8% | +39.4% | -73.2% | -46.9% |
| 5Y | -44.3% | -36.9% | -7.4% | -39.6% |
| All | -50.4% | +256.1% | -306.4% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling