-62.5%
CSGP vs BIDU
-49.5%
-13.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | -1.8% | +5.4% | -7.2% | -2.6% |
| 30D | +5.3% | -5.0% | +10.3% | +6.0% |
| 3M | +3.3% | -26.1% | +29.4% | +7.5% |
| 6M | -4.7% | -42.6% | +37.9% | +2.4% |
| YTD | -53.5% | -38.0% | -15.6% | -51.0% |
| 1Y | -53.7% | -35.7% | -18.1% | -51.6% |
| 3Y | -59.7% | -22.9% | -36.8% | -60.6% |
| 5Y | -62.5% | -49.9% | -12.6% | -61.4% |
| All | -62.5% | -49.5% | -13.0% | -61.4% |
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 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