+492.2%
COR vs BIDU
-51.3%
+543.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | +7.8% | -4.6% | +12.4% | +8.1% |
| 30D | +7.0% | -4.5% | +11.5% | +7.2% |
| 3M | +16.3% | -25.4% | +41.6% | +17.7% |
| 6M | +41.3% | -48.1% | +89.4% | +45.4% |
| YTD | +7.1% | -40.2% | +47.3% | +9.1% |
| 1Y | -0.8% | -35.2% | +34.4% | +0.5% |
| 3Y | +85.0% | -27.1% | +112.1% | +83.3% |
| 5Y | +203.9% | -54.2% | +258.1% | +207.3% |
| All | +492.2% | -51.3% | +543.5% | +434.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling