+752.0%
CI vs BIDU
+1,407.1%
-655.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -1.9% |
| 7D | +1.3% | +2.4% | -1.1% | +0.9% |
| 30D | +4.4% | -10.5% | +14.9% | +6.0% |
| 3M | +0.7% | -26.2% | +26.9% | +4.8% |
| 6M | +0.3% | -16.4% | +16.7% | +2.0% |
| YTD | +3.8% | -23.9% | +27.7% | +6.6% |
| 1Y | -5.5% | +1.3% | -6.8% | -8.0% |
| 3Y | +8.1% | -32.1% | +40.2% | +9.2% |
| 5Y | +42.8% | -39.0% | +81.8% | +37.7% |
| 10Y | +143.9% | -44.0% | +187.9% | +121.2% |
| All | +752.0% | +1,407.1% | -655.1% | +311.2% |
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