+41.9%
CI vs BIDU
-44.5%
+86.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.1% | -1.6% |
| 7D | -2.0% | -2.4% | +0.4% | -1.9% |
| 30D | -1.8% | -15.6% | +13.8% | -1.4% |
| 3M | -4.2% | -22.3% | +18.1% | -3.6% |
| 6M | +2.7% | -22.3% | +25.0% | +3.3% |
| YTD | +1.9% | -29.2% | +31.1% | +2.7% |
| 1Y | -6.3% | -14.8% | +8.6% | -6.1% |
| 3Y | +3.9% | -31.8% | +35.6% | +4.3% |
| 5Y | +41.9% | -43.1% | +85.0% | +44.9% |
| All | +41.9% | -44.5% | +86.3% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling