-29.6%
CLS vs BIDU
-34.6%
+5.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.5% | -13.5% | -11.4% |
| 7D | -21.1% | +1.2% | -22.3% | -21.7% |
| 30D | -38.2% | -7.5% | -30.7% | -35.6% |
| 3M | -36.3% | -28.6% | -7.7% | -24.4% |
| 6M | -43.8% | -36.9% | -6.9% | -29.7% |
| YTD | -20.0% | -38.4% | +18.4% | -1.4% |
| 1Y | -29.6% | -35.7% | +6.1% | -16.4% |
| All | -29.6% | -34.6% | +5.0% | -16.4% |
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