+272.2%
CME vs BIDU
-49.1%
+321.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | -0.1% |
| 7D | -2.4% | -5.2% | +2.8% | -2.0% |
| 30D | +6.2% | -14.5% | +20.7% | +7.3% |
| 3M | +4.4% | -22.9% | +27.3% | +6.2% |
| 6M | -9.6% | -27.8% | +18.2% | -7.9% |
| YTD | +3.8% | -30.7% | +34.4% | +5.9% |
| 1Y | +9.5% | -15.8% | +25.3% | +9.5% |
| 3Y | +51.9% | -33.2% | +85.2% | +53.3% |
| 5Y | +78.7% | -44.8% | +123.5% | +77.6% |
| All | +272.2% | -49.1% | +321.4% | +238.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling