-43.3%
CDE vs BIDU
+1,294.4%
-1,337.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -2.0% | -2.4% | +0.5% | -1.3% |
| 30D | +15.7% | -16.0% | +31.7% | +21.7% |
| 3M | +30.5% | -24.0% | +54.5% | +41.0% |
| 6M | -7.4% | -24.9% | +17.5% | +0.5% |
| YTD | +17.9% | -29.6% | +47.5% | +29.8% |
| 1Y | +46.7% | -15.2% | +61.9% | +50.4% |
| 3Y | +851.3% | -32.2% | +883.5% | +915.7% |
| 5Y | +202.9% | -43.8% | +246.7% | +219.0% |
| 10Y | +58.2% | -49.5% | +107.7% | +56.9% |
| All | -43.3% | +1,294.4% | -1,337.7% | -75.6% |
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