+233.3%
CP vs BIDU
-50.6%
+284.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.6% | -2.4% | +3.0% | +0.9% |
| 30D | -0.5% | -16.0% | +15.5% | +1.9% |
| 3M | +0.1% | -24.0% | +24.1% | +3.8% |
| 6M | +7.8% | -24.9% | +32.7% | +11.4% |
| YTD | +22.9% | -29.6% | +52.4% | +27.6% |
| 1Y | +21.3% | -15.2% | +36.5% | +21.3% |
| 3Y | +20.4% | -32.2% | +52.5% | +22.0% |
| 5Y | +34.9% | -43.8% | +78.7% | +34.1% |
| 10Y | +233.3% | -49.5% | +282.8% | +193.3% |
| All | +233.3% | -50.6% | +284.0% | +193.3% |
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 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