+639.5%
CEG vs BIDU
-35.1%
+674.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +4.3% |
| 7D | +8.0% | +2.4% | +5.6% | +7.7% |
| 30D | +12.9% | -10.5% | +23.4% | +14.5% |
| 3M | +13.2% | -26.2% | +39.4% | +17.5% |
| 6M | -7.0% | -16.4% | +9.4% | -5.3% |
| YTD | -15.0% | -23.9% | +8.9% | -12.5% |
| 1Y | -2.7% | +1.3% | -4.0% | -3.6% |
| 3Y | +184.1% | -32.1% | +216.2% | +190.6% |
| All | +639.5% | -35.1% | +674.6% | +662.9% |
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 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