+257.6%
CLX vs BIDU
+1,107.7%
-850.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +13.6% | +3.6% | +10.1% | +13.5% |
| 30D | +29.1% | -6.6% | +35.6% | +29.4% |
| 3M | +1.6% | -27.2% | +28.8% | +2.9% |
| 6M | +18.7% | -43.5% | +62.2% | +21.4% |
| YTD | +11.1% | -39.0% | +50.1% | +13.0% |
| 1Y | +7.0% | -39.8% | +46.8% | +8.8% |
| 3Y | -10.0% | -24.8% | +14.8% | -10.1% |
| 5Y | -22.6% | -50.7% | +28.0% | -22.4% |
| 10Y | +29.3% | -51.2% | +80.6% | +26.1% |
| All | +257.6% | +1,107.7% | -850.1% | +194.7% |
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