+99.4%
CB vs BIDU
-42.3%
+141.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -0.5% | -2.4% | +1.9% | -0.5% |
| 30D | -3.1% | -16.0% | +12.9% | -2.8% |
| 3M | +4.2% | -24.0% | +28.2% | +4.6% |
| 6M | +4.7% | -24.9% | +29.6% | +5.0% |
| YTD | +8.8% | -29.6% | +38.4% | +9.1% |
| 1Y | +22.6% | -15.2% | +37.8% | +21.9% |
| 3Y | +70.6% | -32.2% | +102.8% | +70.2% |
| 5Y | +99.4% | -43.8% | +143.2% | +99.4% |
| All | +99.4% | -42.3% | +141.7% | +99.4% |
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 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