+998.1%
CME vs BIDU
+1,076.2%
-78.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.4% |
| 7D | +2.7% | -2.3% | +5.0% | +3.1% |
| 30D | +13.5% | -7.3% | +20.8% | +14.9% |
| 3M | +20.9% | -26.0% | +46.9% | +26.9% |
| 6M | +11.5% | -44.5% | +56.0% | +22.7% |
| YTD | +19.5% | -40.6% | +60.1% | +28.5% |
| 1Y | +17.2% | -39.8% | +57.0% | +25.3% |
| 3Y | +65.1% | -26.7% | +91.9% | +63.2% |
| 5Y | +73.1% | -54.5% | +127.6% | +75.1% |
| 10Y | +305.3% | -52.4% | +357.6% | +264.3% |
| All | +998.1% | +1,076.2% | -78.1% | +327.2% |
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