+61.5%
CF vs BIDU
-25.8%
+87.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.6% |
| 7D | -3.2% | +7.2% | -10.3% | -3.4% |
| 30D | +4.3% | -4.0% | +8.3% | +4.5% |
| 3M | +2.8% | -25.1% | +27.9% | +3.9% |
| 6M | +0.6% | -41.8% | +42.4% | +2.8% |
| YTD | +56.6% | -37.3% | +94.0% | +59.2% |
| 1Y | +49.6% | -35.6% | +85.2% | +51.3% |
| 3Y | +61.5% | -24.5% | +86.0% | +55.1% |
| All | +61.5% | -25.8% | +87.3% | +55.1% |
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