+451.9%
CCJ vs BIDU
+1,407.1%
-955.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.9% |
| 7D | +0.7% | +2.4% | -1.7% | +0.1% |
| 30D | +6.9% | -10.5% | +17.3% | +9.6% |
| 3M | -11.6% | -26.2% | +14.6% | -5.0% |
| 6M | -16.2% | -16.4% | +0.2% | -12.8% |
| YTD | +10.1% | -23.9% | +34.0% | +17.3% |
| 1Y | +32.3% | +1.3% | +31.0% | +29.4% |
| 3Y | +171.3% | -32.1% | +203.4% | +183.6% |
| 5Y | +372.4% | -39.0% | +411.4% | +371.5% |
| 10Y | +1,070.0% | -44.0% | +1,114.1% | +1,005.3% |
| All | +451.9% | +1,407.1% | -955.3% | +136.8% |
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