-43.8%
BIDU vs COO
-44.2%
+0.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.2% | +5.7% | +1.9% |
| 7D | -2.4% | -9.0% | +6.5% | +1.2% |
| 30D | -16.0% | -16.8% | +0.9% | -9.7% |
| 3M | -24.0% | -7.5% | -16.5% | -22.2% |
| 6M | -24.9% | -16.3% | -8.6% | -19.9% |
| YTD | -29.6% | -22.5% | -7.0% | -22.3% |
| 1Y | -15.2% | -7.0% | -8.2% | -14.8% |
| 3Y | -32.2% | -27.5% | -4.7% | -27.7% |
| 5Y | -43.8% | -43.3% | -0.4% | -31.4% |
| All | -43.8% | -44.2% | +0.4% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling