+533.3%
CSGP vs BIDU
+1,140.5%
-607.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.0% | -7.7% | -5.3% |
| 7D | +1.3% | +7.2% | -5.9% | -0.1% |
| 30D | +10.7% | -4.0% | +14.7% | +11.4% |
| 3M | +3.3% | -25.1% | +28.4% | +8.7% |
| 6M | -10.3% | -41.8% | +31.4% | -1.6% |
| YTD | -54.6% | -37.3% | -17.2% | -51.3% |
| 1Y | -54.6% | -35.6% | -19.1% | -51.8% |
| 3Y | -60.3% | -24.5% | -35.9% | -60.8% |
| 5Y | -63.3% | -48.3% | -15.0% | -62.9% |
| 10Y | +66.5% | -51.2% | +117.7% | +57.9% |
| All | +533.3% | +1,140.5% | -607.2% | +265.2% |
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