+335.7%
CSCO vs BIDU
-51.7%
+387.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.6% |
| 7D | +6.6% | -2.3% | +8.9% | +6.9% |
| 30D | -11.3% | -7.3% | -4.1% | -10.5% |
| 3M | -17.3% | -26.0% | +8.6% | -14.2% |
| 6M | +3.5% | -44.5% | +48.0% | +11.1% |
| YTD | +34.9% | -40.6% | +75.5% | +42.7% |
| 1Y | +40.5% | -39.8% | +80.3% | +48.0% |
| 3Y | +109.3% | -26.7% | +136.0% | +109.0% |
| 5Y | +105.9% | -54.5% | +160.4% | +112.2% |
| All | +335.7% | -51.7% | +387.4% | +285.9% |
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 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