+270.6%
C vs BIDU
-27.7%
+298.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.9% |
| 7D | +3.6% | +2.4% | +1.2% | +3.3% |
| 30D | +0.1% | -10.5% | +10.5% | +1.4% |
| 3M | +2.4% | -26.2% | +28.6% | +6.5% |
| 6M | +24.9% | -16.4% | +41.3% | +26.8% |
| YTD | +19.8% | -23.9% | +43.7% | +22.8% |
| 1Y | +44.9% | +1.3% | +43.6% | +40.3% |
| All | +270.6% | -27.7% | +298.3% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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