-33.8%
BIDU vs CNI
+19.7%
-53.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -8.1% | -0.4% | -7.7% | -8.0% |
| 30D | -12.8% | -2.7% | -10.1% | -12.1% |
| 3M | -21.3% | +3.9% | -25.2% | -22.6% |
| 6M | -27.0% | +16.4% | -43.3% | -31.3% |
| YTD | -30.0% | +25.8% | -55.9% | -36.2% |
| 1Y | -18.3% | +32.4% | -50.7% | -27.2% |
| 3Y | -33.8% | +19.1% | -52.9% | -39.2% |
| All | -33.8% | +19.7% | -53.6% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling