+55.4%
CVS vs BIDU
-34.9%
+90.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -2.0% | -5.2% | +3.3% | -1.7% |
| 30D | +1.9% | -14.5% | +16.4% | +2.7% |
| 3M | -2.2% | -22.9% | +20.7% | -0.8% |
| 6M | +26.7% | -27.8% | +54.5% | +28.9% |
| YTD | +22.9% | -30.7% | +53.5% | +24.9% |
| 1Y | +32.9% | -15.8% | +48.7% | +32.1% |
| All | +55.4% | -34.9% | +90.3% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling