+60.7%
COP vs BIDU
-34.6%
+95.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.5% | -9.7% | -4.6% |
| 7D | -8.1% | +1.2% | -9.3% | -7.9% |
| 30D | +6.7% | -7.5% | +14.2% | +6.0% |
| 3M | +16.9% | -28.6% | +45.4% | +13.8% |
| 6M | +11.2% | -36.9% | +48.1% | +7.6% |
| YTD | +49.5% | -38.4% | +88.0% | +44.7% |
| 1Y | +60.7% | -35.7% | +96.3% | +54.9% |
| All | +60.7% | -34.6% | +95.3% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling