+688.6%
CAT vs BIDU
-51.3%
+740.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +7.4% | -4.6% | +12.0% | +8.3% |
| 30D | -19.7% | -4.5% | -15.1% | -19.0% |
| 3M | -29.6% | -25.4% | -4.2% | -25.9% |
| 6M | -33.2% | -48.1% | +14.9% | -25.1% |
| YTD | +5.7% | -40.2% | +45.9% | +14.7% |
| 1Y | +9.3% | -35.2% | +44.6% | +16.8% |
| 3Y | +158.3% | -27.1% | +185.4% | +161.9% |
| 5Y | +211.6% | -54.2% | +265.8% | +228.3% |
| All | +688.6% | -51.3% | +740.0% | +635.1% |
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