+1,490.1%
CP vs BIDU
+1,108.5%
+381.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 3M | +2.2% | -24.7% | +26.9% | +7.2% |
| 6M | +11.1% | -45.3% | +56.4% | +22.7% |
| YTD | +28.2% | -39.0% | +67.1% | +37.6% |
| 1Y | +32.2% | -39.6% | +71.7% | +41.7% |
| 3Y | +35.5% | -24.7% | +60.2% | +34.8% |
| 5Y | +26.8% | -52.3% | +79.1% | +29.1% |
| 10Y | +256.9% | -51.1% | +308.0% | +235.6% |
| All | +1,490.1% | +1,108.5% | +381.6% | +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