+15.0%
CI vs BIDU
-40.0%
+55.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -1.3% | -0.8% | -0.5% | -1.3% |
| 30D | +6.4% | -5.4% | +11.8% | +6.3% |
| 3M | +10.7% | -24.7% | +35.4% | +10.4% |
| 6M | +5.5% | -45.3% | +50.8% | +6.0% |
| YTD | +11.4% | -39.0% | +50.3% | +11.3% |
| 1Y | +15.0% | -39.6% | +54.6% | +14.9% |
| All | +15.0% | -40.0% | +55.1% | +14.9% |
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