+1,725.6%
CAT vs BIDU
+1,107.7%
+617.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | -6.3% | +3.6% | -9.9% | -7.1% |
| 30D | -26.8% | -6.6% | -20.2% | -25.7% |
| 3M | -30.0% | -27.2% | -2.8% | -25.3% |
| 6M | -34.6% | -43.5% | +8.9% | -26.5% |
| YTD | +2.9% | -39.0% | +41.9% | +12.9% |
| 1Y | +3.3% | -39.8% | +43.0% | +13.3% |
| 3Y | +153.7% | -24.8% | +178.4% | +155.5% |
| 5Y | +207.3% | -50.7% | +258.0% | +214.0% |
| 10Y | +674.0% | -51.2% | +725.2% | +629.0% |
| All | +1,725.6% | +1,107.7% | +617.9% | +828.4% |
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