+23.6%
CMS vs BIDU
-42.3%
+65.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | +0.2% | -2.4% | +2.6% | +0.2% |
| 30D | -1.3% | -16.0% | +14.7% | -1.3% |
| 3M | -5.4% | -24.0% | +18.6% | -5.4% |
| 6M | -10.3% | -24.9% | +14.5% | -10.4% |
| YTD | -0.2% | -29.6% | +29.3% | -0.3% |
| 1Y | -0.9% | -15.2% | +14.3% | -1.0% |
| 3Y | +34.0% | -32.2% | +66.1% | +33.6% |
| 5Y | +23.6% | -43.8% | +67.3% | +20.9% |
| All | +23.6% | -42.3% | +65.8% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling