+1,876.2%
CLS vs BIDU
-49.9%
+1,926.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.9% | +8.1% |
| 7D | -10.6% | +5.4% | -15.9% | -11.8% |
| 30D | -38.4% | -5.0% | -33.4% | -37.6% |
| 3M | -29.9% | -26.1% | -3.7% | -24.6% |
| 6M | -40.6% | -42.6% | +1.9% | -32.3% |
| YTD | -24.6% | -38.0% | +13.4% | -15.8% |
| 1Y | -30.8% | -35.7% | +4.9% | -23.2% |
| 3Y | +811.7% | -22.9% | +834.7% | +838.1% |
| All | +1,876.2% | -49.9% | +1,926.2% | +1,963.0% |
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