-18.3%
BIDU vs CNI
+33.8%
-52.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -8.1% | -0.4% | -7.7% | -8.1% |
| 30D | -12.8% | -2.7% | -10.1% | -12.5% |
| 3M | -21.3% | +3.9% | -25.2% | -21.9% |
| 6M | -27.0% | +16.4% | -43.3% | -28.9% |
| YTD | -30.0% | +25.8% | -55.9% | -31.9% |
| 1Y | -18.3% | +32.4% | -50.7% | -18.2% |
| All | -18.3% | +33.8% | -52.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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