+27.8%
CL vs BIDU
-37.7%
+65.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.4% |
| 7D | +0.5% | +5.4% | -4.8% | +0.8% |
| 30D | +11.6% | -5.0% | +16.6% | +11.3% |
| 3M | +5.6% | -26.1% | +31.7% | +4.0% |
| 6M | +13.2% | -42.6% | +55.7% | +10.1% |
| YTD | +26.9% | -38.0% | +64.9% | +23.0% |
| All | +27.8% | -37.7% | +65.5% | +24.0% |
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 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