-52.3%
BIDU vs CAPR
+219.7%
-272.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.5% | -26.4% | -0.4% |
| 7D | -0.8% | +25.8% | -26.6% | -1.3% |
| 30D | -5.4% | +50.2% | -55.6% | -6.1% |
| 3M | -24.7% | +185.5% | -210.2% | -26.2% |
| 6M | -45.3% | -64.8% | +19.5% | -45.1% |
| YTD | -39.0% | -61.1% | +22.2% | -38.9% |
| 1Y | -39.6% | +81.0% | -120.5% | -43.1% |
| 3Y | -24.7% | +300.7% | -325.4% | -46.9% |
| 5Y | -52.3% | +223.3% | -275.7% | -71.8% |
| All | -52.3% | +219.7% | -272.0% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling