+72.5%
CART vs BIDU
-38.3%
+110.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.4% |
| 7D | +3.0% | +7.2% | -4.2% | +2.6% |
| 30D | +28.6% | -4.0% | +32.6% | +28.8% |
| 3M | +29.1% | -25.1% | +54.2% | +30.7% |
| 6M | +44.7% | -41.8% | +86.5% | +48.2% |
| YTD | +29.2% | -37.3% | +66.6% | +31.5% |
| 1Y | +66.2% | -35.6% | +101.7% | +68.3% |
| 3Y | +112.8% | -24.5% | +137.3% | +101.9% |
| All | +72.5% | -38.3% | +110.8% | +59.7% |
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