-3.1%
CMG vs BIDU
-44.1%
+41.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -2.1% | -8.1% | +6.1% | -1.0% |
| 30D | +10.9% | -12.8% | +23.7% | +12.7% |
| 3M | +15.8% | -21.3% | +37.1% | +19.1% |
| 6M | +6.9% | -27.0% | +33.9% | +10.3% |
| YTD | -2.2% | -30.0% | +27.9% | +1.3% |
| 1Y | -7.1% | -18.3% | +11.2% | -6.6% |
| 3Y | -7.1% | -33.8% | +26.7% | -5.4% |
| All | -3.1% | -44.1% | +41.0% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling