-17.9%
CLS vs BIDU
-38.7%
+20.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.0% | -5.7% |
| 7D | +16.3% | -4.6% | +20.8% | +18.8% |
| 30D | -25.7% | -4.5% | -21.1% | -24.1% |
| 3M | -30.9% | -25.4% | -5.5% | -20.7% |
| 6M | -35.5% | -48.1% | +12.6% | -11.4% |
| YTD | -18.7% | -40.2% | +21.5% | +1.0% |
| 1Y | -17.9% | -35.2% | +17.3% | -4.6% |
| All | -17.9% | -38.7% | +20.8% | -4.6% |
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 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