+4,156.9%
CRM vs BIDU
+1,284.8%
+2,872.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | -4.4% | -8.1% | +3.7% | -2.3% |
| 30D | +28.1% | -12.8% | +41.0% | +32.5% |
| 3M | +48.8% | -21.3% | +70.1% | +57.5% |
| 6M | +28.3% | -27.0% | +55.2% | +36.7% |
| YTD | -6.0% | -30.0% | +24.0% | +0.3% |
| 1Y | +1.4% | -18.3% | +19.7% | +2.4% |
| 3Y | +11.8% | -33.8% | +45.7% | +14.5% |
| 5Y | -2.0% | -44.3% | +42.3% | -2.9% |
| 10Y | +239.6% | -49.8% | +289.4% | +216.8% |
| All | +4,156.9% | +1,284.8% | +2,872.0% | +1,690.4% |
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