+20.1%
COMP vs BIDU
-34.6%
+54.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.5% | +3.2% | +6.0% |
| 7D | +9.5% | +1.2% | +8.3% | +9.0% |
| 30D | +8.1% | -7.5% | +15.6% | +11.3% |
| 3M | -16.3% | -28.6% | +12.2% | -5.8% |
| 6M | +42.2% | -36.9% | +79.1% | +67.2% |
| YTD | -5.0% | -38.4% | +33.4% | +12.2% |
| 1Y | +20.1% | -35.7% | +55.7% | +40.8% |
| All | +20.1% | -34.6% | +54.7% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling