+115.8%
CMS vs BIDU
-51.1%
+166.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.4% | +0.5% |
| 7D | +1.2% | -2.4% | +3.7% | +1.2% |
| 30D | -3.2% | -15.6% | +12.5% | -3.0% |
| 3M | -2.2% | -22.3% | +20.1% | -2.0% |
| 6M | -9.4% | -22.3% | +12.8% | -9.3% |
| YTD | +0.7% | -29.2% | +29.8% | +0.9% |
| 1Y | +0.4% | -14.8% | +15.2% | +0.2% |
| 3Y | +35.2% | -31.8% | +67.0% | +35.1% |
| 5Y | +24.1% | -43.1% | +67.2% | +24.0% |
| 10Y | +115.8% | -50.6% | +166.4% | +99.5% |
| All | +115.8% | -51.1% | +166.9% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling