+222.5%
CB vs BIDU
-50.4%
+272.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.5% | -1.0% |
| 7D | -0.6% | -2.4% | +1.8% | -0.5% |
| 30D | -3.9% | -15.6% | +11.7% | -2.9% |
| 3M | +4.9% | -22.3% | +27.2% | +6.5% |
| 6M | +3.3% | -22.3% | +25.5% | +4.4% |
| YTD | +8.5% | -29.2% | +37.7% | +10.1% |
| 1Y | +22.1% | -14.8% | +36.9% | +21.4% |
| 3Y | +70.1% | -31.8% | +101.9% | +70.5% |
| 5Y | +97.4% | -43.1% | +140.5% | +95.4% |
| All | +222.5% | -50.4% | +272.9% | +189.5% |
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 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