+89.6%
CL vs BIDU
-51.3%
+140.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.8% |
| 7D | +3.2% | -4.6% | +7.8% | +3.3% |
| 30D | +8.0% | -4.5% | +12.6% | +8.1% |
| 3M | +7.9% | -25.4% | +33.2% | +8.5% |
| 6M | +14.7% | -48.1% | +62.8% | +16.3% |
| YTD | +29.2% | -40.2% | +69.4% | +30.2% |
| 1Y | +29.5% | -35.2% | +64.8% | +30.3% |
| 3Y | +40.7% | -27.1% | +67.8% | +40.0% |
| 5Y | +43.9% | -54.2% | +98.0% | +44.2% |
| All | +89.6% | -51.3% | +140.9% | +71.0% |
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