+333.5%
CAT vs BIDU
-44.5%
+378.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +2.0% |
| 7D | +5.6% | -2.4% | +8.0% | +5.8% |
| 30D | -2.3% | -15.6% | +13.3% | -0.2% |
| 3M | -10.0% | -22.3% | +12.3% | -7.2% |
| 6M | +21.2% | -22.3% | +43.5% | +24.7% |
| YTD | +44.4% | -29.2% | +73.6% | +50.0% |
| 1Y | +96.3% | -14.8% | +111.1% | +98.5% |
| 3Y | +203.9% | -31.8% | +235.7% | +207.7% |
| 5Y | +333.5% | -43.1% | +376.6% | +338.0% |
| All | +333.5% | -44.5% | +378.0% | +338.0% |
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