+421.5%
CARR vs BIDU
+9.7%
+411.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.3% |
| 7D | -3.8% | -8.1% | +4.3% | -2.6% |
| 30D | -8.9% | -12.8% | +3.9% | -7.2% |
| 3M | -17.3% | -21.3% | +4.0% | -14.7% |
| 6M | -1.4% | -27.0% | +25.6% | +2.4% |
| YTD | +10.0% | -30.0% | +40.0% | +14.6% |
| 1Y | -6.4% | -18.3% | +11.9% | -5.3% |
| 3Y | +1.5% | -33.8% | +35.4% | +3.6% |
| 5Y | +9.3% | -44.3% | +53.6% | +9.6% |
| All | +421.5% | +9.7% | +411.8% | +280.8% |
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