-16.5%
CLF vs BIDU
+1,407.1%
-1,423.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +0.2% |
| 7D | +7.6% | +2.4% | +5.2% | +6.5% |
| 30D | -1.2% | -10.5% | +9.3% | +2.9% |
| 3M | -13.4% | -26.2% | +12.8% | -3.5% |
| 6M | +15.4% | -16.4% | +31.8% | +21.6% |
| YTD | -5.9% | -23.9% | +18.0% | +2.2% |
| 1Y | +18.8% | +1.3% | +17.5% | +12.9% |
| 3Y | -19.4% | -32.1% | +12.7% | -14.2% |
| 5Y | -47.7% | -39.0% | -8.8% | -48.6% |
| 10Y | +130.4% | -44.0% | +174.4% | +111.4% |
| All | -16.5% | +1,407.1% | -1,423.6% | -75.6% |
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