+1,494.5%
CP vs BIDU
+1,127.7%
+366.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | +2.8% | +5.4% | -2.6% | +1.8% |
| 30D | +11.3% | -5.0% | +16.4% | +12.3% |
| 3M | +2.9% | -26.1% | +29.0% | +8.2% |
| 6M | +9.8% | -42.6% | +52.3% | +20.1% |
| YTD | +28.5% | -38.0% | +66.5% | +37.6% |
| 1Y | +33.5% | -35.7% | +69.2% | +41.5% |
| 3Y | +31.9% | -22.9% | +54.9% | +30.7% |
| 5Y | +25.5% | -49.9% | +75.4% | +26.5% |
| 10Y | +257.6% | -52.0% | +309.5% | +237.5% |
| All | +1,494.5% | +1,127.7% | +366.8% | +738.7% |
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 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