-52.0%
BIDU vs CAPR
-63.2%
+11.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.7% | +6.1% | -2.5% |
| 7D | -2.3% | +19.1% | -21.4% | -2.7% |
| 30D | -7.3% | +48.8% | -56.1% | -8.1% |
| 3M | -26.0% | +144.4% | -170.3% | -27.4% |
| 6M | -44.5% | -67.5% | +23.0% | -44.2% |
| YTD | -40.6% | -64.5% | +23.9% | -40.4% |
| 1Y | -39.8% | +74.4% | -114.2% | -43.7% |
| 3Y | -26.7% | +265.7% | -292.4% | -35.4% |
| 5Y | -54.5% | +196.0% | -250.4% | -60.2% |
| All | -52.0% | -63.2% | +11.2% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling