+216.7%
CTVA vs BIDU
-20.2%
+236.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -4.5% | -8.1% | +3.6% | -3.5% |
| 30D | +11.3% | -12.8% | +24.1% | +13.0% |
| 3M | +12.3% | -21.3% | +33.6% | +15.2% |
| 6M | +7.2% | -27.0% | +34.1% | +10.4% |
| YTD | +26.0% | -30.0% | +56.1% | +30.1% |
| 1Y | +16.0% | -18.3% | +34.3% | +16.2% |
| 3Y | +73.9% | -33.8% | +107.7% | +75.9% |
| 5Y | +103.8% | -44.3% | +148.1% | +103.4% |
| All | +216.7% | -20.2% | +236.9% | +138.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling