+193.3%
COP vs BIDU
-42.3%
+235.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | -0.5% | -2.4% | +2.0% | -0.4% |
| 30D | +11.7% | -16.0% | +27.7% | +12.9% |
| 3M | +17.7% | -24.0% | +41.7% | +19.6% |
| 6M | +18.3% | -24.9% | +43.2% | +19.8% |
| YTD | +49.1% | -29.6% | +78.6% | +51.4% |
| 1Y | +53.3% | -15.2% | +68.5% | +52.5% |
| 3Y | +22.2% | -32.2% | +54.3% | +22.2% |
| 5Y | +193.3% | -43.8% | +237.1% | +193.7% |
| All | +193.3% | -42.3% | +235.6% | +193.7% |
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