+18.8%
CLF vs BIDU
+1.5%
+17.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +0.7% |
| 7D | +7.6% | +2.4% | +5.2% | +6.8% |
| 30D | -1.2% | -10.5% | +9.3% | +1.7% |
| 3M | -13.4% | -26.2% | +12.8% | -5.3% |
| 6M | +15.4% | -16.4% | +31.8% | +21.3% |
| YTD | -5.9% | -23.9% | +18.0% | +1.7% |
| 1Y | +18.8% | +1.3% | +17.5% | +27.8% |
| All | +18.8% | +1.5% | +17.4% | +27.8% |
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