-26.2%
BIDU vs COO
+13.9%
-40.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +3.5% |
| 7D | +2.4% | -2.2% | +4.6% | +1.6% |
| 30D | -10.5% | -7.0% | -3.5% | -12.6% |
| 3M | -26.2% | +12.2% | -38.4% | -19.1% |
| All | -26.2% | +13.9% | -40.1% | -19.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling