-0.5%
CTAS vs BIDU
-16.8%
+16.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.6% |
| 7D | +0.5% | -8.1% | +8.6% | +0.4% |
| 30D | -0.7% | -12.8% | +12.1% | -1.0% |
| 3M | +11.1% | -21.3% | +32.4% | +10.7% |
| 6M | +2.1% | -27.0% | +29.1% | +1.3% |
| YTD | +8.0% | -30.0% | +38.0% | +7.1% |
| 1Y | -0.5% | -18.3% | +17.8% | -1.7% |
| All | -0.5% | -16.8% | +16.3% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling