+5,967.0%
CF vs BIDU
+990.7%
+4,976.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -4.2% |
| 7D | +6.0% | +2.4% | +3.6% | +5.3% |
| 30D | +14.8% | -10.5% | +25.3% | +17.4% |
| 3M | +14.1% | -26.2% | +40.3% | +21.7% |
| 6M | +28.5% | -16.4% | +44.9% | +30.9% |
| YTD | +74.9% | -23.9% | +98.8% | +81.1% |
| 1Y | +61.7% | +1.3% | +60.4% | +53.1% |
| 3Y | +80.3% | -32.1% | +112.4% | +82.0% |
| 5Y | +226.0% | -39.0% | +264.9% | +200.8% |
| 10Y | +569.9% | -44.0% | +613.9% | +467.4% |
| All | +5,967.0% | +990.7% | +4,976.3% | +1,939.7% |
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 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