+2,029.3%
CLS vs BIDU
-51.7%
+2,081.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.2% | +5.3% |
| 7D | +23.5% | -2.3% | +25.9% | +24.2% |
| 30D | -28.9% | -7.3% | -21.6% | -27.5% |
| 3M | -25.2% | -26.0% | +0.8% | -19.1% |
| 6M | -32.1% | -44.5% | +12.4% | -20.9% |
| YTD | -14.1% | -40.6% | +26.5% | -2.0% |
| 1Y | -24.1% | -39.8% | +15.7% | -13.6% |
| 3Y | +897.0% | -26.7% | +923.7% | +933.0% |
| 5Y | +2,089.9% | -54.5% | +2,144.4% | +2,300.6% |
| All | +2,029.3% | -51.7% | +2,081.0% | +1,756.7% |
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