+64.1%
CF vs BIDU
-25.9%
+90.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.6% |
| 7D | +4.8% | +3.6% | +1.2% | +4.6% |
| 30D | +9.7% | -6.6% | +16.3% | +9.9% |
| 3M | +1.2% | -27.2% | +28.4% | +2.4% |
| 6M | +7.4% | -43.5% | +50.9% | +9.8% |
| YTD | +60.5% | -39.0% | +99.5% | +63.2% |
| 1Y | +50.7% | -39.8% | +90.5% | +53.4% |
| All | +64.1% | -25.9% | +90.1% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling