+2.9%
CB vs BIDU
-17.1%
+20.0%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -1.4% |
| 7D | +0.5% | +2.4% | -1.9% | +0.8% |
| 30D | -3.1% | -10.5% | +7.4% | -4.1% |
| 3M | +9.0% | -26.2% | +35.2% | +5.5% |
| 6M | +2.9% | -16.4% | +19.2% | -0.1% |
| All | +2.9% | -17.1% | +20.0% | -0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling