+74.7%
CART vs BIDU
-39.9%
+114.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | +23.1% | -5.4% | +28.5% | +23.4% |
| 3M | +19.2% | -24.7% | +43.9% | +20.7% |
| 6M | +45.7% | -45.3% | +91.0% | +49.6% |
| YTD | +30.9% | -39.0% | +69.8% | +33.4% |
| 1Y | +50.2% | -39.6% | +89.7% | +52.9% |
| 3Y | +133.5% | -24.7% | +158.2% | +119.8% |
| All | +74.7% | -39.9% | +114.6% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling