-50.1%
CCI vs BIDU
-45.6%
-4.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.6% |
| 7D | -4.4% | -5.2% | +0.8% | -4.1% |
| 30D | +0.3% | -14.5% | +14.8% | +1.2% |
| 3M | -20.0% | -22.9% | +2.9% | -18.8% |
| 6M | -14.5% | -27.8% | +13.3% | -13.1% |
| YTD | -14.9% | -30.7% | +15.8% | -13.4% |
| 1Y | -17.7% | -15.8% | -1.9% | -17.7% |
| 3Y | -12.4% | -33.2% | +20.9% | -11.7% |
| 5Y | -50.1% | -44.8% | -5.3% | -50.9% |
| All | -50.1% | -45.6% | -4.5% | -50.9% |
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