+277.2%
CG vs BIDU
-42.2%
+319.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.6% |
| 7D | -1.5% | -2.3% | +0.8% | -0.9% |
| 30D | +5.7% | -7.3% | +13.0% | +7.7% |
| 3M | -17.9% | -26.0% | +8.1% | -11.9% |
| 6M | -20.2% | -44.5% | +24.3% | -8.7% |
| YTD | -32.0% | -40.6% | +8.6% | -24.5% |
| 1Y | -27.0% | -39.8% | +12.8% | -19.5% |
| 3Y | +42.8% | -26.7% | +69.5% | +42.9% |
| 5Y | -23.4% | -54.5% | +31.0% | -18.4% |
| 10Y | +278.2% | -52.4% | +330.5% | +256.0% |
| All | +277.2% | -42.2% | +319.4% | +222.7% |
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 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