+777.9%
BIDU vs CAPR
-99.1%
+877.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.8% |
| 3M | -26.2% | -66.4% | +40.2% | -25.8% |
| 6M | -16.4% | -63.1% | +46.7% | -16.1% |
| YTD | -23.9% | -67.4% | +43.6% | -23.5% |
| 1Y | +1.3% | +58.2% | -57.0% | -4.0% |
| 3Y | -32.1% | +42.2% | -74.3% | -37.0% |
| 5Y | -39.0% | +87.3% | -126.2% | -44.1% |
| 10Y | -44.0% | -75.3% | +31.2% | -50.3% |
| All | +777.9% | -99.1% | +877.0% | +643.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling