+2,014.2%
CLS vs BIDU
+1,108.5%
+905.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.8% | -0.8% | +3.6% | +3.0% |
| 30D | -30.1% | -5.4% | -24.7% | -29.1% |
| 3M | -21.7% | -24.7% | +3.0% | -16.3% |
| 6M | -36.2% | -45.3% | +9.0% | -26.4% |
| YTD | -17.8% | -39.0% | +21.1% | -8.0% |
| 1Y | -26.8% | -39.6% | +12.8% | -17.7% |
| 3Y | +853.4% | -24.7% | +878.1% | +877.9% |
| 5Y | +2,005.0% | -52.3% | +2,057.3% | +2,149.8% |
| 10Y | +1,929.4% | -51.1% | +1,980.5% | +1,904.1% |
| All | +2,014.2% | +1,108.5% | +905.7% | +1,160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling