+5,331.8%
CF vs BIDU
+797.7%
+4,534.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | 0.0% |
| 7D | -3.2% | +7.2% | -10.3% | -4.9% |
| 30D | +4.3% | -4.0% | +8.3% | +5.1% |
| 3M | +2.8% | -25.1% | +27.9% | +9.3% |
| 6M | +0.6% | -41.8% | +42.4% | +12.7% |
| YTD | +56.6% | -37.3% | +94.0% | +69.3% |
| 1Y | +49.6% | -35.6% | +85.2% | +59.8% |
| 3Y | +61.5% | -24.5% | +86.0% | +57.7% |
| 5Y | +124.0% | -48.3% | +172.2% | +114.4% |
| 10Y | +573.2% | -51.2% | +624.4% | +486.3% |
| All | +5,331.8% | +797.7% | +4,534.1% | +1,806.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling