-44.8%
BIDU vs CRL
-38.6%
-6.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.0% |
| 7D | -5.2% | -6.9% | +1.7% | -3.3% |
| 30D | -14.5% | -3.2% | -11.3% | -13.6% |
| 3M | -22.9% | +46.5% | -69.4% | -31.3% |
| 6M | -27.8% | +63.1% | -90.9% | -38.4% |
| YTD | -30.7% | +36.9% | -67.5% | -38.0% |
| 1Y | -15.8% | +78.1% | -93.9% | -31.0% |
| 3Y | -33.2% | +36.7% | -69.9% | -44.0% |
| 5Y | -44.8% | -38.1% | -6.7% | -44.8% |
| All | -44.8% | -38.6% | -6.2% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling