+86.4%
CAG vs BIDU
+1,294.4%
-1,207.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -6.6% | -2.4% | -4.2% | -6.5% |
| 30D | +2.3% | -16.0% | +18.3% | +3.0% |
| 3M | +16.3% | -24.0% | +40.3% | +17.6% |
| 6M | -16.0% | -24.9% | +8.8% | -15.2% |
| YTD | -7.7% | -29.6% | +21.9% | -6.6% |
| 1Y | -16.0% | -15.2% | -0.9% | -16.1% |
| 3Y | -37.7% | -32.2% | -5.5% | -37.5% |
| 5Y | -41.2% | -43.8% | +2.5% | -41.5% |
| 10Y | -33.8% | -49.5% | +15.7% | -35.7% |
| All | +86.4% | +1,294.4% | -1,207.9% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling