+4,100.0%
CMG vs BIDU
+1,639.0%
+2,461.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | +1.4% |
| 7D | -1.5% | -2.4% | +1.0% | -1.1% |
| 30D | +12.7% | -15.6% | +28.4% | +16.2% |
| 3M | +26.3% | -22.3% | +48.6% | +31.8% |
| 6M | +4.5% | -22.3% | +26.8% | +8.1% |
| YTD | -0.1% | -29.2% | +29.1% | +4.8% |
| 1Y | -6.8% | -14.8% | +8.0% | -6.7% |
| 3Y | -5.0% | -31.8% | +26.8% | -3.7% |
| 5Y | -3.0% | -43.1% | +40.1% | -4.1% |
| 10Y | +323.6% | -50.6% | +374.2% | +300.3% |
| All | +4,100.0% | +1,639.0% | +2,461.0% | +2,103.9% |
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 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