+796.3%
CAH vs BIDU
+1,302.3%
-506.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.0% | +4.3% | -2.0% |
| 7D | +0.5% | -2.4% | +2.9% | +0.7% |
| 30D | +1.7% | -15.6% | +17.4% | +3.3% |
| 3M | +17.9% | -22.3% | +40.2% | +20.5% |
| 6M | +10.9% | -22.3% | +33.2% | +12.9% |
| YTD | +17.9% | -29.2% | +47.0% | +20.8% |
| 1Y | +61.7% | -14.8% | +76.5% | +61.4% |
| 3Y | +183.7% | -31.8% | +215.5% | +185.0% |
| 5Y | +401.3% | -43.1% | +444.4% | +392.8% |
| 10Y | +293.7% | -50.6% | +344.3% | +273.3% |
| All | +796.3% | +1,302.3% | -506.0% | +512.5% |
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 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