+140.2%
CMS vs BIDU
-51.3%
+191.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | +1.7% | -4.6% | +6.3% | +1.8% |
| 30D | +6.2% | -4.5% | +10.7% | +6.2% |
| 3M | +0.6% | -25.4% | +26.0% | +0.8% |
| 6M | -1.8% | -48.1% | +46.3% | -1.3% |
| YTD | +3.8% | -40.2% | +44.0% | +4.1% |
| 1Y | -1.8% | -35.2% | +33.5% | -1.6% |
| 3Y | +39.8% | -27.1% | +66.9% | +39.4% |
| 5Y | +37.1% | -54.2% | +91.3% | +37.2% |
| All | +140.2% | -51.3% | +191.5% | +118.0% |
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