-51.7%
BIDU vs COO
+41.1%
-92.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.4% |
| 7D | -4.6% | +0.5% | -5.0% | -4.7% |
| 30D | -4.5% | +14.2% | -18.7% | -9.5% |
| 3M | -25.4% | -18.2% | -7.1% | -20.0% |
| 6M | -48.1% | +5.3% | -53.4% | -50.4% |
| YTD | -40.2% | -23.6% | -16.6% | -34.7% |
| 1Y | -35.2% | -12.7% | -22.6% | -33.4% |
| 3Y | -27.1% | -24.2% | -2.9% | -24.1% |
| 5Y | -54.2% | -40.0% | -14.2% | -47.4% |
| All | -51.7% | +41.1% | -92.8% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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