+475.2%
CCI vs BIDU
+1,302.3%
-827.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.1% | +1.2% |
| 7D | +0.2% | -2.4% | +2.6% | +0.5% |
| 30D | +0.5% | -15.6% | +16.1% | +2.8% |
| 3M | -16.3% | -22.3% | +6.0% | -13.5% |
| 6M | -13.9% | -22.3% | +8.3% | -11.6% |
| YTD | -12.4% | -29.2% | +16.7% | -9.2% |
| 1Y | -15.2% | -14.8% | -0.4% | -15.2% |
| 3Y | -9.9% | -31.8% | +21.9% | -9.0% |
| 5Y | -50.8% | -43.1% | -7.7% | -51.7% |
| 10Y | +18.3% | -50.6% | +68.9% | +10.3% |
| All | +475.2% | +1,302.3% | -827.1% | +189.9% |
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 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