+677.7%
CVX vs BIDU
+1,407.1%
-729.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -1.9% |
| 7D | +3.3% | +2.4% | +0.9% | +2.9% |
| 30D | +12.9% | -10.5% | +23.4% | +14.5% |
| 3M | +11.7% | -26.2% | +37.9% | +16.3% |
| 6M | +14.1% | -16.4% | +30.5% | +15.7% |
| YTD | +40.7% | -23.9% | +64.6% | +44.1% |
| 1Y | +37.5% | +1.3% | +36.2% | +33.3% |
| 3Y | +43.9% | -32.1% | +76.0% | +45.4% |
| 5Y | +161.5% | -39.0% | +200.4% | +153.1% |
| 10Y | +215.1% | -44.0% | +259.2% | +189.8% |
| All | +677.7% | +1,407.1% | -729.4% | +342.0% |
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