+1,914.6%
CLS vs BIDU
-51.3%
+1,965.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.0% | -5.6% |
| 7D | +16.3% | -4.6% | +20.8% | +17.7% |
| 30D | -25.7% | -4.5% | -21.1% | -24.8% |
| 3M | -30.9% | -25.4% | -5.5% | -25.4% |
| 6M | -35.5% | -48.1% | +12.6% | -23.4% |
| YTD | -18.7% | -40.2% | +21.5% | -7.5% |
| 1Y | -17.9% | -35.2% | +17.3% | -8.4% |
| 3Y | +838.1% | -27.1% | +865.2% | +873.2% |
| 5Y | +1,971.9% | -54.2% | +2,026.1% | +2,167.0% |
| All | +1,914.6% | -51.3% | +1,965.9% | +1,653.4% |
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 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