+1,126.0%
CAT vs BIDU
-51.1%
+1,177.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +2.3% |
| 7D | +5.6% | -2.4% | +8.0% | +6.0% |
| 30D | -2.3% | -15.6% | +13.3% | +0.6% |
| 3M | -10.0% | -22.3% | +12.3% | -6.1% |
| 6M | +21.2% | -22.3% | +43.5% | +25.9% |
| YTD | +44.4% | -29.2% | +73.6% | +52.1% |
| 1Y | +96.3% | -14.8% | +111.1% | +98.4% |
| 3Y | +203.9% | -31.8% | +235.7% | +211.7% |
| 5Y | +333.5% | -43.1% | +376.6% | +336.0% |
| 10Y | +1,126.0% | -50.6% | +1,176.7% | +1,043.5% |
| All | +1,126.0% | -51.1% | +1,177.1% | +1,043.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling