+1.3%
BIDU vs CAPR
+48.7%
-47.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +4.1% |
| 7D | +2.4% | -2.0% | +4.4% | +2.4% |
| 30D | -10.5% | +139.2% | -149.7% | -10.3% |
| 3M | -26.2% | -66.4% | +40.2% | -26.2% |
| 6M | -16.4% | -63.1% | +46.7% | -16.3% |
| YTD | -23.9% | -67.4% | +43.6% | -23.8% |
| 1Y | +1.3% | +58.2% | -57.0% | +7.9% |
| All | +1.3% | +48.7% | -47.5% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling