+2,919.3%
COR vs BIDU
+1,076.2%
+1,843.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +0.1% |
| 7D | +2.9% | -2.3% | +5.2% | +3.0% |
| 30D | +5.8% | -7.3% | +13.1% | +6.5% |
| 3M | +11.4% | -26.0% | +37.4% | +13.9% |
| 6M | +34.5% | -44.5% | +79.0% | +40.4% |
| YTD | +4.1% | -40.6% | +44.6% | +7.4% |
| 1Y | -3.1% | -39.8% | +36.7% | -0.2% |
| 3Y | +80.9% | -26.7% | +107.6% | +79.5% |
| 5Y | +195.1% | -54.5% | +249.6% | +196.3% |
| 10Y | +492.7% | -52.4% | +545.1% | +465.2% |
| All | +2,919.3% | +1,076.2% | +1,843.1% | +2,073.5% |
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