-40.2%
CMCSA vs BIDU
-54.4%
+14.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +3.2% | -4.6% | +7.7% | +3.5% |
| 30D | +19.5% | -4.5% | +24.1% | +19.9% |
| 3M | -2.4% | -25.4% | +23.0% | -0.4% |
| 6M | +3.8% | -48.1% | +51.9% | +9.0% |
| YTD | -5.4% | -40.2% | +34.8% | -2.3% |
| 1Y | +1.1% | -35.2% | +36.4% | +3.5% |
| 3Y | -27.1% | -27.1% | 0.0% | -27.8% |
| All | -40.2% | -54.4% | +14.3% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling