+796.4%
CI vs BIDU
+1,127.7%
-331.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +0.1% | +5.4% | -5.2% | -0.7% |
| 30D | +4.7% | -5.0% | +9.7% | +5.4% |
| 3M | +5.2% | -26.1% | +31.4% | +9.8% |
| 6M | +3.8% | -42.6% | +46.3% | +11.9% |
| YTD | +9.2% | -38.0% | +47.2% | +15.6% |
| 1Y | +14.3% | -35.7% | +49.9% | +19.8% |
| 3Y | +8.4% | -22.9% | +31.4% | +7.0% |
| 5Y | +50.0% | -49.9% | +99.9% | +49.2% |
| 10Y | +142.2% | -52.0% | +194.2% | +124.4% |
| All | +796.4% | +1,127.7% | -331.3% | +345.8% |
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