-33.4%
BIDU vs CRL
+38.7%
-72.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.4% | -4.6% | +2.1% | -1.7% |
| 30D | -16.0% | +0.5% | -16.4% | -16.0% |
| 3M | -24.0% | +46.6% | -70.6% | -29.0% |
| 6M | -24.9% | +57.3% | -82.1% | -31.1% |
| YTD | -29.6% | +39.5% | -69.1% | -34.2% |
| 1Y | -15.2% | +76.9% | -92.0% | -24.2% |
| All | -33.4% | +38.7% | -72.0% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling