+4,042.6%
CMI vs BIDU
+1,294.4%
+2,748.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.7% | -2.4% | +3.1% | +1.3% |
| 30D | -12.3% | -16.0% | +3.7% | -8.4% |
| 3M | -16.8% | -24.0% | +7.2% | -11.1% |
| 6M | +1.5% | -24.9% | +26.4% | +8.2% |
| YTD | +9.8% | -29.6% | +39.4% | +18.3% |
| 1Y | +42.6% | -15.2% | +57.7% | +44.3% |
| 3Y | +151.0% | -32.2% | +183.2% | +159.3% |
| 5Y | +167.0% | -43.8% | +210.8% | +162.4% |
| 10Y | +512.2% | -49.5% | +561.6% | +442.8% |
| All | +4,042.6% | +1,294.4% | +2,748.2% | +1,229.2% |
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