+36.9%
CMS vs BIDU
-25.8%
+62.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -2.1% |
| 7D | -1.3% | +7.2% | -8.5% | -1.2% |
| 30D | +6.3% | -4.0% | +10.3% | +6.2% |
| 3M | -2.1% | -25.1% | +23.1% | -2.5% |
| 6M | -5.1% | -41.8% | +36.7% | -5.7% |
| YTD | +1.3% | -37.3% | +38.6% | +0.7% |
| 1Y | -1.4% | -35.6% | +34.2% | -1.9% |
| 3Y | +36.9% | -24.5% | +61.4% | +35.1% |
| All | +36.9% | -25.8% | +62.7% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling