+73.5%
CART vs BIDU
-38.9%
+112.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +1.5% | +5.4% | -3.9% | +1.2% |
| 30D | +22.4% | -5.0% | +27.4% | +22.7% |
| 3M | +16.5% | -26.1% | +42.7% | +18.1% |
| 6M | +44.9% | -42.6% | +87.4% | +48.5% |
| YTD | +30.0% | -38.0% | +68.0% | +32.3% |
| 1Y | +59.1% | -35.7% | +94.7% | +61.1% |
| 3Y | +138.8% | -22.9% | +161.8% | +123.9% |
| All | +73.5% | -38.9% | +112.4% | +60.8% |
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