+303.7%
CCJ vs BIDU
-45.6%
+349.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.6% |
| 7D | -3.2% | -5.2% | +2.0% | -2.1% |
| 30D | -1.3% | -14.5% | +13.2% | +2.0% |
| 3M | +2.5% | -22.9% | +25.4% | +8.2% |
| 6M | -18.9% | -27.8% | +8.9% | -13.1% |
| YTD | +6.5% | -30.7% | +37.1% | +15.2% |
| 1Y | +22.8% | -15.8% | +38.6% | +26.5% |
| 3Y | +164.5% | -33.2% | +197.7% | +176.7% |
| 5Y | +303.7% | -44.8% | +348.5% | +343.9% |
| All | +303.7% | -45.6% | +349.3% | +343.9% |
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