+53.4%
CL vs BIDU
-51.1%
+104.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | -0.2% |
| 7D | -1.4% | -2.4% | +1.1% | -1.3% |
| 30D | -5.2% | -15.6% | +10.4% | -4.9% |
| 3M | +3.3% | -22.3% | +25.6% | +3.9% |
| 6M | -4.4% | -22.3% | +17.9% | -4.0% |
| YTD | +13.9% | -29.2% | +43.1% | +14.5% |
| 1Y | +7.6% | -14.8% | +22.5% | +7.4% |
| 3Y | +29.6% | -31.8% | +61.4% | +29.5% |
| 5Y | +28.1% | -43.1% | +71.2% | +27.4% |
| 10Y | +53.4% | -50.6% | +104.0% | +39.9% |
| All | +53.4% | -51.1% | +104.4% | +39.9% |
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 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