+362.4%
CFG vs BIDU
-54.3%
+416.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.1% | -0.9% |
| 7D | +1.5% | +2.4% | -0.9% | +1.0% |
| 30D | -3.8% | -10.5% | +6.6% | -1.9% |
| 3M | +11.5% | -26.2% | +37.7% | +17.7% |
| 6M | +19.2% | -16.4% | +35.6% | +21.8% |
| YTD | +23.7% | -23.9% | +47.6% | +28.4% |
| 1Y | +38.8% | +1.3% | +37.6% | +34.1% |
| 3Y | +178.9% | -32.1% | +211.0% | +185.3% |
| 5Y | +101.8% | -39.0% | +140.8% | +98.5% |
| 10Y | +317.3% | -44.0% | +361.3% | +250.7% |
| All | +362.4% | -54.3% | +416.7% | +284.4% |
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