-50.4%
COMP vs BIDU
-64.4%
+14.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.6% | -5.8% | -6.7% |
| 7D | +7.2% | +3.6% | +3.6% | +5.8% |
| 30D | +6.4% | -6.6% | +13.0% | +9.8% |
| 3M | -19.4% | -27.2% | +7.8% | -8.1% |
| 6M | +14.6% | -43.5% | +58.1% | +44.0% |
| YTD | -5.5% | -39.0% | +33.5% | +14.0% |
| 1Y | +13.7% | -39.8% | +53.4% | +37.0% |
| 3Y | +409.7% | -24.8% | +434.5% | +405.4% |
| 5Y | -17.0% | -50.7% | +33.6% | -5.8% |
| All | -50.4% | -64.4% | +14.0% | -41.5% |
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 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