+207.7%
CLX vs BIDU
+1,407.1%
-1,199.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -1.5% |
| 7D | -9.2% | +2.4% | -11.7% | -9.3% |
| 30D | -11.0% | -10.5% | -0.6% | -10.7% |
| 3M | +5.0% | -26.2% | +31.2% | +6.2% |
| 6M | -18.8% | -16.4% | -2.4% | -18.4% |
| YTD | -4.4% | -23.9% | +19.5% | -3.6% |
| 1Y | -21.9% | +1.3% | -23.1% | -22.4% |
| 3Y | -32.8% | -32.1% | -0.7% | -32.5% |
| 5Y | -34.6% | -39.0% | +4.4% | -35.0% |
| 10Y | -4.7% | -44.0% | +39.4% | -7.5% |
| All | +207.7% | +1,407.1% | -1,199.4% | +151.2% |
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