+3,542.1%
CLS vs BIDU
-44.5%
+3,586.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -7.0% | +12.6% | +7.4% |
| 7D | +12.8% | -2.4% | +15.2% | +13.3% |
| 30D | +3.8% | -15.6% | +19.5% | +8.1% |
| 3M | -14.6% | -22.3% | +7.7% | -9.4% |
| 6M | +32.2% | -22.3% | +54.5% | +40.2% |
| YTD | +11.6% | -29.2% | +40.8% | +20.6% |
| 1Y | +35.1% | -14.8% | +49.9% | +39.7% |
| 3Y | +1,312.5% | -31.8% | +1,344.3% | +1,382.0% |
| 5Y | +3,542.1% | -43.1% | +3,585.2% | +3,580.3% |
| All | +3,542.1% | -44.5% | +3,586.5% | +3,580.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling