+350.2%
CG vs BIDU
-25.9%
+376.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -2.6% |
| 7D | -4.3% | +2.4% | -6.7% | -4.9% |
| 30D | -5.1% | -10.5% | +5.4% | -2.8% |
| 3M | +8.7% | -26.2% | +34.9% | +16.2% |
| 6M | -9.2% | -16.4% | +7.2% | -6.7% |
| YTD | -18.9% | -23.9% | +5.0% | -15.1% |
| 1Y | -25.6% | +1.3% | -26.9% | -28.7% |
| 3Y | +57.3% | -32.1% | +89.4% | +61.7% |
| 5Y | +10.2% | -39.0% | +49.1% | +8.9% |
| 10Y | +364.2% | -44.0% | +408.3% | +318.8% |
| All | +350.2% | -25.9% | +376.1% | +262.5% |
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