+2,435.9%
CAT vs BIDU
+1,407.1%
+1,028.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.3% | +0.8% |
| 7D | +1.7% | +2.4% | -0.7% | +1.2% |
| 30D | -6.6% | -10.5% | +3.9% | -4.4% |
| 3M | -13.3% | -26.2% | +12.9% | -7.8% |
| 6M | +11.6% | -16.4% | +28.0% | +14.9% |
| YTD | +42.9% | -23.9% | +66.8% | +49.7% |
| 1Y | +95.4% | +1.3% | +94.2% | +90.2% |
| 3Y | +196.6% | -32.1% | +228.7% | +206.0% |
| 5Y | +321.7% | -39.0% | +360.6% | +310.7% |
| 10Y | +1,140.8% | -44.0% | +1,184.8% | +1,036.0% |
| All | +2,435.9% | +1,407.1% | +1,028.8% | +1,130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling