-33.0%
BIDU vs COO
-23.0%
-10.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.7% | -4.2% | -6.5% |
| 7D | -2.4% | -2.3% | -0.1% | -2.0% |
| 30D | -15.6% | -8.8% | -6.8% | -14.4% |
| 3M | -22.3% | +1.3% | -23.6% | -22.7% |
| 6M | -22.3% | -11.6% | -10.7% | -20.2% |
| YTD | -29.2% | -17.4% | -11.8% | -26.2% |
| 1Y | -14.8% | -1.6% | -13.2% | -14.9% |
| All | -33.0% | -23.0% | -10.0% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling