+1,401.6%
CRS vs BIDU
-45.6%
+1,447.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.9% |
| 7D | -4.1% | -5.2% | +1.1% | -3.2% |
| 30D | -16.6% | -14.5% | -2.1% | -14.4% |
| 3M | -14.3% | -22.9% | +8.6% | -10.5% |
| 6M | +11.6% | -27.8% | +39.4% | +17.4% |
| YTD | +42.6% | -30.7% | +73.2% | +50.5% |
| 1Y | +81.8% | -15.8% | +97.6% | +84.5% |
| 3Y | +632.1% | -33.2% | +665.3% | +655.2% |
| 5Y | +1,401.6% | -44.8% | +1,446.4% | +1,479.8% |
| All | +1,401.6% | -45.6% | +1,447.2% | +1,479.8% |
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