+105.2%
CTVA vs BIDU
-45.6%
+150.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -4.7% | -5.2% | +0.6% | -4.3% |
| 30D | +11.1% | -14.5% | +25.6% | +12.2% |
| 3M | +13.7% | -22.9% | +36.6% | +15.6% |
| 6M | +11.2% | -27.8% | +39.0% | +13.3% |
| YTD | +26.9% | -30.7% | +57.6% | +29.5% |
| 1Y | +18.8% | -15.8% | +34.6% | +18.4% |
| 3Y | +75.9% | -33.2% | +109.2% | +75.8% |
| 5Y | +105.2% | -44.8% | +150.0% | +105.2% |
| All | +105.2% | -45.6% | +150.8% | +105.2% |
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 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