+37.6%
CL vs BIDU
-25.8%
+63.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.1% |
| 7D | +1.3% | +7.2% | -5.8% | +1.4% |
| 30D | +11.4% | -4.0% | +15.4% | +11.3% |
| 3M | +4.4% | -25.1% | +29.5% | +4.0% |
| 6M | +10.8% | -41.8% | +52.6% | +10.1% |
| YTD | +25.1% | -37.3% | +62.5% | +24.2% |
| 1Y | +28.0% | -35.6% | +63.5% | +27.1% |
| 3Y | +37.6% | -24.5% | +62.1% | +34.3% |
| All | +37.6% | -25.8% | +63.4% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling