-31.8%
BIDU vs CAPR
+42.0%
-73.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.6% | -3.3% | -6.9% |
| 7D | -2.4% | -9.5% | +7.1% | -2.4% |
| 30D | -15.6% | +121.5% | -137.2% | -16.1% |
| 3M | -22.3% | -65.4% | +43.1% | -22.1% |
| 6M | -22.3% | -67.5% | +45.3% | -22.0% |
| YTD | -29.2% | -68.6% | +39.4% | -28.9% |
| 1Y | -14.8% | +42.7% | -57.5% | -16.3% |
| 3Y | -31.8% | +43.4% | -75.1% | -41.0% |
| All | -31.8% | +42.0% | -73.8% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling