+20.2%
CLF vs BIDU
-34.6%
+54.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.5% | -13.7% | -10.3% |
| 7D | -7.9% | +1.2% | -9.1% | -8.2% |
| 30D | +5.2% | -7.5% | +12.8% | +7.4% |
| 3M | +4.3% | -28.6% | +32.9% | +13.6% |
| 6M | +25.3% | -36.9% | +62.2% | +42.5% |
| YTD | -3.3% | -38.4% | +35.1% | +11.6% |
| 1Y | +20.2% | -35.7% | +55.9% | +39.1% |
| All | +20.2% | -34.6% | +54.8% | +39.1% |
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