+51.2%
CG vs BIDU
-23.6%
+74.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | +2.0% | +3.6% | -1.6% | +1.4% |
| 30D | +8.5% | -6.6% | +15.1% | +9.6% |
| 3M | -12.1% | -27.2% | +15.1% | -8.3% |
| 6M | -16.4% | -43.5% | +27.0% | -9.8% |
| YTD | -28.0% | -39.0% | +11.0% | -23.7% |
| 1Y | -18.9% | -39.8% | +20.9% | -14.1% |
| 3Y | +51.2% | -24.8% | +76.0% | +49.4% |
| All | +51.2% | -23.6% | +74.9% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling