-21.4%
CEG vs BIDU
-40.0%
+18.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +11.8% | -0.8% | +12.6% | +12.0% |
| 30D | -6.5% | -5.4% | -1.1% | -5.4% |
| 3M | -1.2% | -24.7% | +23.6% | +4.7% |
| 6M | -8.0% | -45.3% | +37.2% | +4.5% |
| YTD | -21.9% | -39.0% | +17.1% | -14.5% |
| 1Y | -21.4% | -39.6% | +18.1% | -13.9% |
| All | -21.4% | -40.0% | +18.6% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling