+24.6%
CLX vs BIDU
-45.4%
+70.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +3.9% | +1.4% |
| 7D | +8.5% | -2.3% | +10.9% | +8.6% |
| 30D | +30.0% | -7.3% | +37.3% | +30.1% |
| 3M | +3.8% | -26.0% | +29.7% | +3.5% |
| 6M | +24.6% | -44.5% | +69.2% | +22.7% |
| All | +24.6% | -45.4% | +70.0% | +22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling