+256.9%
CP vs BIDU
-50.9%
+307.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -0.8% | +0.2% | -0.6% |
| 30D | +9.6% | -5.4% | +15.0% | +10.5% |
| 3M | +2.2% | -24.7% | +26.9% | +6.3% |
| 6M | +11.1% | -45.3% | +56.4% | +20.6% |
| YTD | +28.2% | -39.0% | +67.1% | +35.9% |
| 1Y | +32.2% | -39.6% | +71.7% | +40.0% |
| 3Y | +35.5% | -24.7% | +60.2% | +34.6% |
| 5Y | +26.8% | -52.3% | +79.1% | +29.6% |
| 10Y | +256.9% | -51.1% | +308.0% | +214.1% |
| All | +256.9% | -50.9% | +307.8% | +214.1% |
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 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