+589.7%
BIDU vs CAPR
-99.0%
+688.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.9% | +7.6% | +0.8% |
| 7D | -4.6% | +5.9% | -10.4% | -4.7% |
| 30D | -4.5% | +44.6% | -49.2% | -5.2% |
| 3M | -25.4% | +126.4% | -151.7% | -26.5% |
| 6M | -48.1% | -68.6% | +20.5% | -47.8% |
| YTD | -40.2% | -67.0% | +26.8% | -40.0% |
| 1Y | -35.2% | +65.2% | -100.4% | -38.7% |
| 3Y | -27.1% | +235.6% | -262.7% | -33.4% |
| 5Y | -54.2% | +175.4% | -229.6% | -58.3% |
| 10Y | -52.0% | -65.0% | +12.9% | -57.6% |
| All | +589.7% | -99.0% | +688.7% | +482.7% |
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