+86.5%
COR vs BIDU
-33.9%
+120.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.5% |
| 7D | -3.9% | -2.4% | -1.4% | -4.0% |
| 30D | -0.3% | -16.0% | +15.6% | -1.4% |
| 3M | +15.9% | -24.0% | +39.9% | +14.0% |
| 6M | -10.3% | -24.9% | +14.6% | -11.6% |
| YTD | -3.7% | -29.6% | +25.9% | -5.2% |
| 1Y | +9.1% | -15.2% | +24.2% | +8.4% |
| All | +86.5% | -33.9% | +120.4% | +83.1% |
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 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