+31.5%
CP vs BIDU
-44.5%
+76.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.4% | +0.2% |
| 7D | +2.4% | -2.4% | +4.9% | +2.7% |
| 30D | -0.5% | -15.6% | +15.1% | +1.0% |
| 3M | +1.4% | -22.3% | +23.7% | +3.8% |
| 6M | +10.3% | -22.3% | +32.6% | +12.4% |
| YTD | +24.3% | -29.2% | +53.5% | +27.5% |
| 1Y | +20.4% | -14.8% | +35.3% | +20.4% |
| 3Y | +21.8% | -31.8% | +53.6% | +22.5% |
| 5Y | +31.5% | -43.1% | +74.6% | +29.7% |
| All | +31.5% | -44.5% | +76.0% | +29.7% |
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