+399.4%
CVS vs BIDU
+1,407.1%
-1,007.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.5% | -0.9% |
| 7D | +4.0% | +2.4% | +1.5% | +3.7% |
| 30D | -2.4% | -10.5% | +8.1% | -1.4% |
| 3M | +2.7% | -26.2% | +28.9% | +5.5% |
| 6M | +21.9% | -16.4% | +38.3% | +23.3% |
| YTD | +24.7% | -23.9% | +48.6% | +27.1% |
| 1Y | +35.4% | +1.3% | +34.2% | +33.0% |
| 3Y | +65.2% | -32.1% | +97.3% | +66.7% |
| 5Y | +30.5% | -39.0% | +69.5% | +28.0% |
| 10Y | +40.4% | -44.0% | +84.4% | +31.8% |
| All | +399.4% | +1,407.1% | -1,007.7% | +219.1% |
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