+20.8%
COP vs BIDU
-32.1%
+52.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.5% | +0.8% |
| 7D | -0.8% | -2.4% | +1.6% | -0.8% |
| 30D | +15.6% | -15.6% | +31.2% | +16.1% |
| 3M | +14.3% | -22.3% | +36.6% | +15.2% |
| 6M | +17.0% | -22.3% | +39.2% | +17.3% |
| YTD | +47.4% | -29.2% | +76.6% | +48.6% |
| 1Y | +52.4% | -14.8% | +67.2% | +50.4% |
| 3Y | +20.8% | -31.8% | +52.6% | +16.0% |
| All | +20.8% | -32.1% | +52.9% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling