+183.3%
CAT vs BIDU
-48.7%
+232.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.5% |
| 7D | -10.3% | +7.2% | -17.5% | -11.2% |
| 30D | -31.2% | -4.0% | -27.2% | -30.8% |
| 3M | -34.7% | -25.1% | -9.5% | -32.2% |
| 6M | -39.5% | -41.8% | +2.3% | -35.3% |
| YTD | -1.7% | -37.3% | +35.7% | +3.7% |
| 1Y | -1.1% | -35.6% | +34.4% | +3.8% |
| 3Y | +143.9% | -24.5% | +168.3% | +146.0% |
| All | +183.3% | -48.7% | +232.0% | +189.9% |
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