+2,988.0%
COST vs BIDU
+1,302.3%
+1,685.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.3% | +0.1% |
| 7D | -3.2% | -2.4% | -0.7% | -3.0% |
| 30D | -4.0% | -15.6% | +11.7% | -2.4% |
| 3M | -6.5% | -22.3% | +15.8% | -4.3% |
| 6M | -8.5% | -22.3% | +13.7% | -6.8% |
| YTD | +6.0% | -29.2% | +35.2% | +8.7% |
| 1Y | -5.8% | -14.8% | +9.0% | -5.9% |
| 3Y | +71.8% | -31.8% | +103.6% | +72.8% |
| 5Y | +106.2% | -43.1% | +149.3% | +103.9% |
| 10Y | +602.0% | -50.6% | +652.7% | +572.0% |
| All | +2,988.0% | +1,302.3% | +1,685.8% | +1,774.3% |
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