-47.9%
CMCSA vs BIDU
-44.7%
-3.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.6% |
| 7D | -8.3% | -2.4% | -5.8% | -8.1% |
| 30D | -2.4% | -16.0% | +13.5% | -1.2% |
| 3M | +4.5% | -24.0% | +28.5% | +6.5% |
| 6M | -18.8% | -24.9% | +6.1% | -17.4% |
| YTD | -8.9% | -29.6% | +20.6% | -7.1% |
| 1Y | -18.3% | -15.2% | -3.1% | -18.6% |
| 3Y | -35.0% | -32.2% | -2.8% | -34.6% |
| All | -47.9% | -44.7% | -3.2% | -48.5% |
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