+2,009.1%
CRS vs BIDU
+1,294.4%
+714.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -0.5% | -2.4% | +1.9% | +0.1% |
| 30D | -18.1% | -16.0% | -2.1% | -14.2% |
| 3M | -12.4% | -24.0% | +11.6% | -6.0% |
| 6M | +15.9% | -24.9% | +40.8% | +24.1% |
| YTD | +45.8% | -29.6% | +75.4% | +58.1% |
| 1Y | +87.8% | -15.2% | +102.9% | +90.4% |
| 3Y | +648.7% | -32.2% | +680.9% | +674.0% |
| 5Y | +1,416.6% | -43.8% | +1,460.4% | +1,403.2% |
| 10Y | +1,412.7% | -49.5% | +1,462.1% | +1,337.6% |
| All | +2,009.1% | +1,294.4% | +714.7% | +752.5% |
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