+450.9%
CL vs BIDU
+1,407.1%
-956.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.5% | -1.7% |
| 7D | -2.2% | +2.4% | -4.6% | -2.3% |
| 30D | -4.8% | -10.5% | +5.6% | -4.3% |
| 3M | +4.9% | -26.2% | +31.1% | +6.6% |
| 6M | -5.7% | -16.4% | +10.7% | -5.1% |
| YTD | +14.4% | -23.9% | +38.3% | +15.5% |
| 1Y | +8.7% | +1.3% | +7.5% | +7.5% |
| 3Y | +30.0% | -32.1% | +62.1% | +30.5% |
| 5Y | +28.4% | -39.0% | +67.3% | +26.6% |
| 10Y | +50.1% | -44.0% | +94.1% | +43.5% |
| All | +450.9% | +1,407.1% | -956.2% | +316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling