+220.7%
CF vs BIDU
-40.6%
+261.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -3.3% |
| 7D | +6.0% | +2.4% | +3.6% | +5.9% |
| 30D | +14.8% | -10.5% | +25.3% | +15.2% |
| 3M | +14.1% | -26.2% | +40.3% | +15.0% |
| 6M | +28.5% | -16.4% | +44.9% | +28.8% |
| YTD | +74.9% | -23.9% | +98.8% | +76.0% |
| 1Y | +61.7% | +1.3% | +60.4% | +59.8% |
| 3Y | +80.3% | -32.1% | +112.4% | +78.6% |
| All | +220.7% | -40.6% | +261.4% | +236.0% |
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