+84.9%
CL vs BIDU
-52.8%
+137.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | +2.6% | +3.6% | -1.0% | +2.5% |
| 30D | +11.8% | -6.6% | +18.3% | +11.9% |
| 3M | +5.9% | -27.2% | +33.1% | +6.6% |
| 6M | +13.3% | -43.5% | +56.8% | +14.6% |
| YTD | +27.1% | -39.0% | +66.1% | +28.1% |
| 1Y | +28.0% | -39.8% | +67.8% | +29.0% |
| 3Y | +39.4% | -24.8% | +64.1% | +38.6% |
| 5Y | +40.8% | -50.7% | +91.4% | +40.5% |
| 10Y | +84.9% | -51.2% | +136.1% | +66.3% |
| All | +84.9% | -52.8% | +137.7% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling