+326.8%
CFG vs BIDU
-63.4%
+390.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +0.7% | +3.6% | -2.9% | 0.0% |
| 30D | +2.8% | -6.6% | +9.4% | +4.1% |
| 3M | -10.1% | -27.2% | +17.1% | -4.6% |
| 6M | +3.2% | -43.5% | +46.7% | +14.5% |
| YTD | +14.2% | -39.0% | +53.2% | +23.7% |
| 1Y | +27.4% | -39.8% | +67.2% | +37.9% |
| 3Y | +187.6% | -24.8% | +212.3% | +185.3% |
| 5Y | +65.7% | -50.7% | +116.4% | +70.2% |
| 10Y | +219.7% | -51.2% | +270.9% | +176.2% |
| All | +326.8% | -63.4% | +390.2% | +270.4% |
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