+73.5%
CART vs BIDU
-41.5%
+115.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.5% |
| 7D | +1.2% | -2.3% | +3.5% | +1.3% |
| 30D | +17.8% | -7.3% | +25.1% | +18.2% |
| 3M | +20.7% | -26.0% | +46.7% | +22.4% |
| 6M | +49.7% | -44.5% | +94.2% | +53.7% |
| YTD | +30.0% | -40.6% | +70.6% | +32.7% |
| 1Y | +48.4% | -39.8% | +88.2% | +50.9% |
| 3Y | +132.0% | -26.7% | +158.7% | +118.6% |
| All | +73.5% | -41.5% | +115.0% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling