-30.6%
CCL vs BIDU
+1,407.1%
-1,437.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -3.9% | -1.0% |
| 7D | -5.0% | +2.4% | -7.5% | -5.7% |
| 30D | -20.3% | -10.5% | -9.9% | -18.1% |
| 3M | -15.1% | -26.2% | +11.1% | -8.4% |
| 6M | -15.1% | -16.4% | +1.3% | -11.8% |
| YTD | -21.8% | -23.9% | +2.1% | -17.2% |
| 1Y | -24.8% | +1.3% | -26.1% | -28.0% |
| 3Y | +51.9% | -32.1% | +83.9% | +57.3% |
| 5Y | +4.0% | -39.0% | +43.0% | +5.5% |
| 10Y | -42.2% | -44.0% | +1.8% | -43.7% |
| All | -30.6% | +1,407.1% | -1,437.7% | -65.5% |
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