-11.8%
CAG vs BIDU
+1.5%
-13.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -0.7% |
| 7D | -3.8% | +2.4% | -6.2% | -3.7% |
| 30D | +3.1% | -10.5% | +13.6% | +2.7% |
| 3M | +23.5% | -26.2% | +49.7% | +22.4% |
| 6M | -14.8% | -16.4% | +1.6% | -14.8% |
| YTD | -5.4% | -23.9% | +18.4% | -6.4% |
| 1Y | -11.8% | +1.3% | -13.1% | -15.7% |
| All | -11.8% | +1.5% | -13.3% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling