+330.8%
JCI vs BIDU
-49.1%
+379.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | +0.4% | -5.2% | +5.6% | +1.1% |
| 30D | -7.7% | -14.5% | +6.8% | -5.8% |
| 3M | +2.8% | -22.9% | +25.6% | +6.2% |
| 6M | +7.2% | -27.8% | +35.1% | +11.4% |
| YTD | +20.0% | -30.7% | +50.6% | +24.9% |
| 1Y | +33.3% | -15.8% | +49.1% | +34.0% |
| 3Y | +161.3% | -33.2% | +194.5% | +166.1% |
| 5Y | +108.8% | -44.8% | +153.6% | +108.8% |
| All | +330.8% | -49.1% | +379.9% | +294.4% |
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