+6.1%
CMCSA vs BIDU
-48.7%
+54.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -4.9% | -8.1% | +3.2% | -4.0% |
| 30D | -1.1% | -12.8% | +11.8% | +0.3% |
| 3M | +6.6% | -21.3% | +27.8% | +9.1% |
| 6M | -15.5% | -27.0% | +11.5% | -13.2% |
| YTD | -6.7% | -30.0% | +23.4% | -4.0% |
| 1Y | -15.6% | -18.3% | +2.7% | -15.4% |
| 3Y | -33.7% | -33.8% | +0.2% | -32.9% |
| 5Y | -46.6% | -44.3% | -2.3% | -46.9% |
| All | +6.1% | -48.7% | +54.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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