+711.7%
BIDU vs COO
+308.7%
+403.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.6% |
| 7D | +2.4% | -2.2% | +4.6% | +3.2% |
| 30D | -10.5% | -7.0% | -3.5% | -8.3% |
| 3M | -26.2% | +12.2% | -38.4% | -30.0% |
| 6M | -16.4% | -15.1% | -1.3% | -12.3% |
| YTD | -23.9% | -15.1% | -8.8% | -20.3% |
| 1Y | +1.3% | +2.3% | -1.1% | -1.5% |
| 3Y | -32.1% | -23.7% | -8.4% | -28.6% |
| 5Y | -39.0% | -38.9% | 0.0% | -30.6% |
| 10Y | -44.0% | +49.9% | -94.0% | -54.7% |
| All | +711.7% | +308.7% | +403.0% | +256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling