-49.3%
COMP vs BIDU
-65.1%
+15.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | 0.0% | -4.6% | +4.6% | +2.1% |
| 30D | +16.6% | -4.5% | +21.1% | +19.2% |
| 3M | -23.5% | -25.4% | +1.8% | -13.6% |
| 6M | +25.7% | -48.1% | +73.8% | +64.5% |
| YTD | -3.4% | -40.2% | +36.8% | +17.6% |
| 1Y | +7.6% | -35.2% | +42.8% | +25.8% |
| 3Y | +423.6% | -27.1% | +450.7% | +427.2% |
| 5Y | -10.6% | -54.2% | +43.6% | +4.0% |
| All | -49.3% | -65.1% | +15.8% | -39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling