+716.1%
CMS vs BIDU
+1,407.1%
-691.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.4% |
| 7D | +0.4% | +2.4% | -2.1% | +0.2% |
| 30D | -3.6% | -10.5% | +6.9% | -3.0% |
| 3M | -1.9% | -26.2% | +24.3% | -0.3% |
| 6M | -11.0% | -16.4% | +5.4% | -10.4% |
| YTD | +0.2% | -23.9% | +24.1% | +1.3% |
| 1Y | -1.3% | +1.3% | -2.6% | -2.5% |
| 3Y | +35.9% | -32.1% | +68.0% | +36.6% |
| 5Y | +23.1% | -39.0% | +62.1% | +21.4% |
| 10Y | +117.9% | -44.0% | +162.0% | +107.3% |
| All | +716.1% | +1,407.1% | -691.0% | +438.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling