-46.0%
CLF vs BIDU
-49.5%
+3.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.0% | +8.0% | +7.3% |
| 7D | -14.1% | +5.4% | -19.5% | -15.5% |
| 30D | -5.5% | -5.0% | -0.5% | -4.3% |
| 3M | 0.0% | -26.1% | +26.1% | +8.6% |
| 6M | +11.3% | -42.6% | +53.8% | +29.5% |
| YTD | -7.7% | -38.0% | +30.3% | +4.3% |
| 1Y | +17.5% | -35.7% | +53.2% | +30.7% |
| 3Y | -25.4% | -22.9% | -2.5% | -24.5% |
| 5Y | -46.0% | -49.9% | +3.9% | -42.5% |
| All | -46.0% | -49.5% | +3.6% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling