+2,953.7%
CLS vs BIDU
-49.1%
+3,002.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | +5.0% | -5.2% | +10.2% | +6.3% |
| 30D | +4.8% | -14.5% | +19.3% | +9.1% |
| 3M | -10.4% | -22.9% | +12.5% | -4.2% |
| 6M | +20.8% | -27.8% | +48.6% | +31.2% |
| YTD | +10.0% | -30.7% | +40.7% | +20.4% |
| 1Y | +28.5% | -15.8% | +44.3% | +33.1% |
| 3Y | +1,292.2% | -33.2% | +1,325.4% | +1,375.0% |
| 5Y | +3,616.8% | -44.8% | +3,661.6% | +3,750.4% |
| All | +2,953.7% | -49.1% | +3,002.8% | +2,578.6% |
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 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