+20.1%
CI vs BIDU
-38.7%
+58.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.5% |
| 7D | +2.6% | +3.6% | -1.0% | +2.6% |
| 30D | +7.3% | -6.6% | +13.9% | +7.2% |
| 3M | +9.5% | -27.2% | +36.7% | +9.2% |
| 6M | +6.4% | -43.5% | +49.9% | +6.8% |
| YTD | +12.0% | -39.0% | +51.0% | +12.0% |
| 1Y | +20.1% | -39.8% | +59.8% | +20.0% |
| All | +20.1% | -38.7% | +58.8% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling