-37.7%
CAG vs BIDU
-48.7%
+11.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -5.7% | -8.1% | +2.4% | -5.6% |
| 30D | -2.4% | -12.8% | +10.4% | -2.2% |
| 3M | +9.8% | -21.3% | +31.1% | +10.2% |
| 6M | -10.8% | -27.0% | +16.1% | -10.4% |
| YTD | -10.8% | -30.0% | +19.2% | -10.4% |
| 1Y | -19.0% | -18.3% | -0.7% | -19.0% |
| 3Y | -39.7% | -33.8% | -5.8% | -39.8% |
| 5Y | -43.0% | -44.3% | +1.3% | -43.0% |
| All | -37.7% | -48.7% | +11.0% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling