+118.1%
COF vs BIDU
-34.3%
+152.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -5.1% | -8.1% | +3.0% | -4.5% |
| 30D | -6.0% | -12.8% | +6.8% | -5.1% |
| 3M | +14.8% | -21.3% | +36.1% | +16.7% |
| 6M | +15.3% | -27.0% | +42.3% | +17.4% |
| YTD | -13.0% | -30.0% | +17.0% | -11.4% |
| 1Y | -5.7% | -18.3% | +12.6% | -5.6% |
| 3Y | +118.1% | -33.8% | +152.0% | +124.4% |
| All | +118.1% | -34.3% | +152.5% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling