+180.9%
COR vs BIDU
-42.3%
+223.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | -3.9% | -2.4% | -1.4% | -3.9% |
| 30D | -0.3% | -16.0% | +15.6% | -0.7% |
| 3M | +15.9% | -24.0% | +39.9% | +15.3% |
| 6M | -10.3% | -24.9% | +14.6% | -10.7% |
| YTD | -3.7% | -29.6% | +25.9% | -4.2% |
| 1Y | +9.1% | -15.2% | +24.2% | +8.6% |
| 3Y | +86.6% | -32.2% | +118.7% | +86.7% |
| 5Y | +180.9% | -43.8% | +224.7% | +183.3% |
| All | +180.9% | -42.3% | +223.2% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling