+97.5%
CSCO vs BIDU
-27.4%
+124.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.3% |
| 7D | +1.9% | -4.6% | +6.5% | +2.3% |
| 30D | -15.8% | -4.5% | -11.3% | -15.5% |
| 3M | -15.4% | -25.4% | +10.0% | -13.4% |
| 6M | -5.4% | -48.1% | +42.7% | -0.8% |
| YTD | +26.5% | -40.2% | +66.7% | +30.8% |
| 1Y | +25.9% | -35.2% | +61.1% | +29.3% |
| 3Y | +97.5% | -27.1% | +124.7% | +91.1% |
| All | +97.5% | -27.4% | +124.9% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling