-49.3%
COMP vs BIDU
-63.5%
+14.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +9.4% |
| 7D | +13.4% | +7.2% | +6.3% | +10.4% |
| 30D | +11.1% | -4.0% | +15.1% | +13.3% |
| 3M | -18.8% | -25.1% | +6.3% | -8.6% |
| 6M | +10.5% | -41.8% | +52.3% | +37.1% |
| YTD | -3.4% | -37.3% | +33.9% | +15.2% |
| 1Y | +19.7% | -35.6% | +55.3% | +40.0% |
| 3Y | +381.6% | -24.5% | +406.1% | +378.4% |
| 5Y | -17.6% | -48.3% | +30.7% | -8.2% |
| All | -49.3% | -63.5% | +14.1% | -40.9% |
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 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