-3.1%
CMS vs BIDU
-37.7%
+34.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.5% |
| 7D | -0.9% | +5.4% | -6.3% | -0.7% |
| 30D | +7.1% | -5.0% | +12.1% | +6.9% |
| 3M | -1.3% | -26.1% | +24.9% | -2.3% |
| 6M | -2.7% | -42.6% | +39.9% | -4.0% |
| YTD | +2.6% | -38.0% | +40.6% | +1.1% |
| All | -3.1% | -37.7% | +34.6% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling