+471.5%
CF vs BIDU
-50.9%
+522.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +10.4% | -0.8% | +11.2% | +10.4% |
| 30D | +7.6% | -5.4% | +12.9% | +8.2% |
| 3M | +5.2% | -24.7% | +29.9% | +8.5% |
| 6M | -0.1% | -45.3% | +45.2% | +7.1% |
| YTD | +61.7% | -39.0% | +100.6% | +69.3% |
| 1Y | +50.3% | -39.6% | +89.9% | +57.2% |
| 3Y | +66.0% | -24.7% | +90.7% | +63.4% |
| 5Y | +114.5% | -52.3% | +166.8% | +116.7% |
| 10Y | +471.5% | -51.1% | +522.6% | +377.3% |
| All | +471.5% | -50.9% | +522.4% | +377.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling