-12.1%
COMP vs BIDU
-53.5%
+41.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.5% | -1.0% |
| 7D | +8.9% | -2.3% | +11.2% | +10.2% |
| 30D | +14.0% | -7.3% | +21.3% | +18.1% |
| 3M | -21.1% | -26.0% | +4.8% | -10.4% |
| 6M | +20.1% | -44.5% | +64.6% | +53.0% |
| YTD | -5.0% | -40.6% | +35.6% | +16.4% |
| 1Y | +5.7% | -39.8% | +45.5% | +27.9% |
| 3Y | +412.2% | -26.7% | +439.0% | +411.8% |
| 5Y | -12.1% | -54.5% | +42.4% | +9.9% |
| All | -12.1% | -53.5% | +41.4% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling