+107.7%
COST vs BIDU
-44.1%
+151.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.2% | -8.1% | +6.9% | -0.8% |
| 30D | -4.7% | -12.8% | +8.1% | -4.1% |
| 3M | -7.1% | -21.3% | +14.2% | -6.1% |
| 6M | -8.5% | -27.0% | +18.4% | -7.4% |
| YTD | +5.4% | -30.0% | +35.4% | +6.8% |
| 1Y | -5.6% | -18.3% | +12.6% | -5.7% |
| 3Y | +68.5% | -33.8% | +102.3% | +69.4% |
| All | +107.7% | -44.1% | +151.8% | +108.0% |
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