+150.9%
CI vs BIDU
-50.9%
+201.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +6.4% | -5.4% | +11.8% | +6.9% |
| 3M | +10.7% | -24.7% | +35.4% | +13.5% |
| 6M | +5.5% | -45.3% | +50.8% | +11.3% |
| YTD | +11.4% | -39.0% | +50.3% | +15.6% |
| 1Y | +15.0% | -39.6% | +54.6% | +19.4% |
| 3Y | +9.0% | -24.7% | +33.7% | +8.2% |
| 5Y | +52.0% | -52.3% | +104.3% | +54.2% |
| 10Y | +150.9% | -51.1% | +202.0% | +108.0% |
| All | +150.9% | -50.9% | +201.8% | +108.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling