+379.9%
CSCO vs BIDU
-48.7%
+428.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.2% |
| 7D | +2.7% | -8.1% | +10.8% | +3.8% |
| 30D | -9.5% | -12.8% | +3.3% | -8.0% |
| 3M | -7.6% | -21.3% | +13.7% | -5.0% |
| 6M | +44.9% | -27.0% | +71.9% | +49.7% |
| YTD | +47.7% | -30.0% | +77.7% | +53.0% |
| 1Y | +69.1% | -18.3% | +87.3% | +70.3% |
| 3Y | +113.5% | -33.8% | +147.4% | +117.0% |
| 5Y | +122.8% | -44.3% | +167.1% | +122.3% |
| All | +379.9% | -48.7% | +428.6% | +328.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling