+454.0%
COP vs BIDU
+1,407.1%
-953.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.1% | -1.8% |
| 7D | +3.0% | +2.4% | +0.6% | +2.5% |
| 30D | +17.5% | -10.5% | +28.0% | +19.5% |
| 3M | +13.4% | -26.2% | +39.6% | +18.9% |
| 6M | +17.7% | -16.4% | +34.1% | +19.5% |
| YTD | +46.6% | -23.9% | +70.5% | +50.6% |
| 1Y | +44.6% | +1.3% | +43.3% | +39.3% |
| 3Y | +20.7% | -32.1% | +52.8% | +21.9% |
| 5Y | +185.0% | -39.0% | +224.0% | +174.3% |
| 10Y | +347.0% | -44.0% | +391.0% | +307.3% |
| All | +454.0% | +1,407.1% | -953.1% | +188.1% |
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