-44.8%
COMP vs BIDU
-55.6%
+10.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.5% | -1.2% |
| 7D | +1.4% | +2.4% | -1.1% | +0.3% |
| 30D | -13.3% | -10.5% | -2.9% | -9.7% |
| 3M | +41.1% | -26.2% | +67.3% | +58.7% |
| 6M | +17.2% | -16.4% | +33.6% | +24.9% |
| YTD | +5.2% | -23.9% | +29.1% | +15.3% |
| 1Y | +18.9% | +1.3% | +17.6% | +11.6% |
| 3Y | +215.9% | -32.1% | +248.0% | +239.4% |
| 5Y | -31.2% | -39.0% | +7.8% | -29.1% |
| All | -44.8% | -55.6% | +10.8% | -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