+711.7%
BIDU vs CRL
+479.9%
+231.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.7% | +4.7% |
| 7D | +2.4% | -1.0% | +3.4% | +2.7% |
| 30D | -10.5% | +10.7% | -21.1% | -13.8% |
| 3M | -26.2% | +55.3% | -81.5% | -37.9% |
| 6M | -16.4% | +60.7% | -77.1% | -31.6% |
| YTD | -23.9% | +44.6% | -68.5% | -35.7% |
| 1Y | +1.3% | +77.7% | -76.5% | -21.6% |
| 3Y | -32.1% | +37.6% | -69.7% | -46.5% |
| 5Y | -39.0% | -35.8% | -3.1% | -35.9% |
| 10Y | -44.0% | +241.7% | -285.8% | -72.5% |
| All | +711.7% | +479.9% | +231.8% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling