+874.5%
CME vs BIDU
+1,407.1%
-532.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.3% | -1.0% |
| 7D | -1.6% | +2.4% | -4.0% | -2.0% |
| 30D | +6.2% | -10.5% | +16.7% | +8.1% |
| 3M | +10.4% | -26.2% | +36.6% | +15.9% |
| 6M | -9.5% | -16.4% | +6.9% | -7.7% |
| YTD | +6.0% | -23.9% | +29.9% | +9.3% |
| 1Y | +9.3% | +1.3% | +8.0% | +5.7% |
| 3Y | +57.7% | -32.1% | +89.7% | +59.0% |
| 5Y | +77.7% | -39.0% | +116.7% | +70.0% |
| 10Y | +281.2% | -44.0% | +325.3% | +234.8% |
| All | +874.5% | +1,407.1% | -532.7% | +263.4% |
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