+80.5%
COR vs BIDU
-23.6%
+104.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.7% |
| 7D | +2.4% | +3.6% | -1.1% | +2.6% |
| 30D | +7.7% | -6.6% | +14.3% | +7.2% |
| 3M | +7.5% | -27.2% | +34.7% | +5.3% |
| 6M | +34.1% | -43.5% | +77.6% | +29.5% |
| YTD | +3.9% | -39.0% | +42.9% | +1.3% |
| 1Y | -3.6% | -39.8% | +36.1% | -6.1% |
| 3Y | +80.5% | -24.8% | +105.3% | +80.0% |
| All | +80.5% | -23.6% | +104.1% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling