+46.0%
CART vs BIDU
-38.7%
+84.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | +1.3% | -4.6% | +5.8% | +1.2% |
| 30D | +19.2% | -4.5% | +23.7% | +19.1% |
| 3M | +17.6% | -25.4% | +42.9% | +16.6% |
| 6M | +47.4% | -48.1% | +95.4% | +43.4% |
| YTD | +30.9% | -40.2% | +71.1% | +30.1% |
| 1Y | +46.0% | -35.2% | +81.2% | +44.9% |
| All | +46.0% | -38.7% | +84.7% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling