+299.6%
CG vs BIDU
-40.6%
+340.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +2.0% | +3.6% | -1.6% | +1.1% |
| 30D | +8.5% | -6.6% | +15.1% | +10.4% |
| 3M | -12.1% | -27.2% | +15.1% | -5.4% |
| 6M | -16.4% | -43.5% | +27.0% | -5.0% |
| YTD | -28.0% | -39.0% | +11.0% | -20.5% |
| 1Y | -18.9% | -39.8% | +20.9% | -10.5% |
| 3Y | +51.2% | -24.8% | +76.0% | +50.4% |
| 5Y | -15.9% | -50.7% | +34.8% | -12.2% |
| 10Y | +305.9% | -51.2% | +357.2% | +279.8% |
| All | +299.6% | -40.6% | +340.3% | +239.6% |
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