+8.9%
CAT vs BIDU
-34.6%
+43.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.5% | -9.7% | -6.2% |
| 7D | -17.1% | +1.2% | -18.3% | -17.3% |
| 30D | -30.1% | -7.5% | -22.6% | -28.8% |
| 3M | -32.4% | -28.6% | -3.8% | -27.2% |
| 6M | -32.1% | -36.9% | +4.8% | -25.2% |
| YTD | +4.1% | -38.4% | +42.5% | +13.4% |
| 1Y | +8.9% | -35.7% | +44.6% | +17.7% |
| All | +8.9% | -34.6% | +43.5% | +17.7% |
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 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