-10.7%
CMG vs BIDU
+1.5%
-12.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -1.8% |
| 7D | -2.8% | +2.4% | -5.2% | -2.9% |
| 30D | +7.1% | -10.5% | +17.6% | +7.6% |
| 3M | +31.2% | -26.2% | +57.4% | +33.1% |
| 6M | +0.7% | -16.4% | +17.1% | +0.1% |
| YTD | -0.1% | -23.9% | +23.8% | +0.7% |
| 1Y | -10.7% | +1.3% | -12.0% | -10.9% |
| All | -10.7% | +1.5% | -12.2% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling