+478.0%
COP vs BIDU
+1,076.2%
-598.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.1% |
| 7D | +3.4% | -2.3% | +5.7% | +3.8% |
| 30D | -0.6% | -7.3% | +6.7% | +0.6% |
| 3M | +10.8% | -26.0% | +36.7% | +16.2% |
| 6M | +19.6% | -44.5% | +64.1% | +31.4% |
| YTD | +52.9% | -40.6% | +93.5% | +63.7% |
| 1Y | +62.2% | -39.8% | +102.0% | +72.7% |
| 3Y | +32.4% | -26.7% | +59.1% | +31.0% |
| 5Y | +129.7% | -54.5% | +184.2% | +133.4% |
| 10Y | +331.8% | -52.4% | +384.1% | +303.4% |
| All | +478.0% | +1,076.2% | -598.2% | +213.2% |
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 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