+194.9%
COR vs BIDU
-50.7%
+245.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.8% |
| 7D | +2.4% | +3.6% | -1.1% | +2.5% |
| 30D | +7.7% | -6.6% | +14.3% | +7.5% |
| 3M | +7.5% | -27.2% | +34.7% | +6.7% |
| 6M | +34.1% | -43.5% | +77.6% | +32.6% |
| YTD | +3.9% | -39.0% | +42.9% | +3.0% |
| 1Y | -3.6% | -39.8% | +36.1% | -4.5% |
| 3Y | +80.5% | -24.8% | +105.3% | +79.6% |
| 5Y | +194.9% | -50.7% | +245.5% | +199.0% |
| All | +194.9% | -50.7% | +245.6% | +199.0% |
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 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