+2,760.1%
COR vs BIDU
+1,407.1%
+1,352.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -5.9% | -2.2% |
| 7D | +2.8% | +2.4% | +0.4% | +2.6% |
| 30D | +4.5% | -10.5% | +15.0% | +5.3% |
| 3M | +22.7% | -26.2% | +48.9% | +25.3% |
| 6M | -9.7% | -16.4% | +6.7% | -9.2% |
| YTD | -1.4% | -23.9% | +22.4% | -0.2% |
| 1Y | +13.9% | +1.3% | +12.6% | +11.9% |
| 3Y | +94.0% | -32.1% | +126.0% | +94.6% |
| 5Y | +184.0% | -39.0% | +223.0% | +177.7% |
| 10Y | +406.8% | -44.0% | +450.8% | +377.6% |
| All | +2,760.1% | +1,407.1% | +1,352.9% | +1,919.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling