+55.4%
CG vs BIDU
-32.1%
+87.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.8% | -1.1% |
| 7D | -1.3% | -2.4% | +1.2% | -0.9% |
| 30D | -3.2% | -15.6% | +12.5% | -0.8% |
| 3M | +6.2% | -22.3% | +28.5% | +10.1% |
| 6M | -4.7% | -22.3% | +17.6% | -2.0% |
| YTD | -20.6% | -29.2% | +8.5% | -17.5% |
| 1Y | -26.4% | -14.8% | -11.5% | -26.5% |
| 3Y | +55.4% | -31.8% | +87.2% | +57.7% |
| All | +55.4% | -32.1% | +87.4% | +57.7% |
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 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