+132.2%
COP vs BIDU
-54.4%
+186.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +4.4% | -4.6% | +9.0% | +4.7% |
| 30D | 0.0% | -4.5% | +4.5% | +0.2% |
| 3M | +15.0% | -25.4% | +40.4% | +16.9% |
| 6M | +22.0% | -48.1% | +70.1% | +27.0% |
| YTD | +55.3% | -40.2% | +95.5% | +59.3% |
| 1Y | +64.1% | -35.2% | +99.4% | +66.9% |
| 3Y | +34.1% | -27.1% | +61.2% | +32.6% |
| All | +132.2% | -54.4% | +186.6% | +138.2% |
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