+27.7%
CL vs BIDU
-38.4%
+66.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | -0.8% | +0.1% | -0.8% |
| 30D | +9.5% | -5.4% | +14.9% | +9.2% |
| 3M | +6.8% | -24.7% | +31.5% | +5.2% |
| 6M | +14.3% | -45.3% | +59.6% | +10.8% |
| YTD | +27.0% | -39.0% | +66.0% | +22.9% |
| All | +27.7% | -38.4% | +66.1% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling