+127.6%
CLF vs BIDU
-50.6%
+178.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.4% |
| 7D | -2.7% | -2.4% | -0.2% | -1.9% |
| 30D | -3.2% | -16.0% | +12.8% | +2.5% |
| 3M | -5.0% | -24.0% | +19.1% | +3.5% |
| 6M | +26.6% | -24.9% | +51.5% | +38.0% |
| YTD | -9.0% | -29.6% | +20.6% | +0.8% |
| 1Y | +11.8% | -15.2% | +27.0% | +14.2% |
| 3Y | -15.1% | -32.2% | +17.1% | -9.9% |
| 5Y | -48.2% | -43.8% | -4.4% | -46.4% |
| 10Y | +127.6% | -49.5% | +177.0% | +109.3% |
| All | +127.6% | -50.6% | +178.2% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling