+239.1%
COF vs BIDU
+1,272.6%
-1,033.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -6.1% | -5.2% | -0.9% | -4.8% |
| 30D | -5.2% | -14.5% | +9.3% | -1.7% |
| 3M | +17.0% | -22.9% | +39.9% | +23.9% |
| 6M | +12.9% | -27.8% | +40.7% | +20.4% |
| YTD | -13.5% | -30.7% | +17.1% | -7.6% |
| 1Y | -5.9% | -15.8% | +9.9% | -5.6% |
| 3Y | +117.1% | -33.2% | +150.4% | +121.3% |
| 5Y | +45.4% | -44.8% | +90.2% | +42.9% |
| 10Y | +244.1% | -50.3% | +294.3% | +214.1% |
| All | +239.1% | +1,272.6% | -1,033.5% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling