+45.9%
CSCO vs BIDU
-34.6%
+80.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +0.2% |
| 7D | -6.1% | +1.2% | -7.2% | -6.2% |
| 30D | -8.2% | -7.5% | -0.6% | -7.6% |
| 3M | -14.6% | -28.6% | +14.0% | -12.6% |
| 6M | +12.7% | -36.9% | +49.6% | +15.3% |
| YTD | +37.0% | -38.4% | +75.4% | +41.1% |
| 1Y | +45.9% | -35.7% | +81.6% | +50.9% |
| All | +45.9% | -34.6% | +80.5% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling