+110.9%
CF vs BIDU
-54.4%
+165.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | +4.8% | -4.6% | +9.3% | +4.9% |
| 30D | +4.7% | -4.5% | +9.3% | +4.8% |
| 3M | +7.4% | -25.4% | +32.8% | +8.0% |
| 6M | +0.6% | -48.1% | +48.7% | +2.0% |
| YTD | +64.1% | -40.2% | +104.3% | +65.7% |
| 1Y | +51.4% | -35.2% | +86.6% | +52.2% |
| 3Y | +67.8% | -27.1% | +94.9% | +66.2% |
| All | +110.9% | -54.4% | +165.3% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling