+5.5%
CG vs BIDU
-42.3%
+47.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | -6.4% | -2.4% | -4.0% | -6.0% |
| 30D | -7.1% | -16.0% | +8.9% | -3.7% |
| 3M | -1.6% | -24.0% | +22.4% | +3.9% |
| 6M | -8.3% | -24.9% | +16.5% | -3.8% |
| YTD | -23.8% | -29.6% | +5.8% | -19.3% |
| 1Y | -28.7% | -15.2% | -13.6% | -28.6% |
| 3Y | +49.2% | -32.2% | +81.3% | +52.8% |
| 5Y | +5.5% | -43.8% | +49.3% | +8.2% |
| All | +5.5% | -42.3% | +47.8% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling