-44.0%
BIDU vs CNI
+12.6%
-56.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | -8.1% | -0.4% | -7.7% | -7.9% |
| 30D | -12.8% | -2.7% | -10.1% | -11.5% |
| 3M | -21.3% | +3.9% | -25.2% | -23.5% |
| 6M | -27.0% | +16.4% | -43.3% | -34.0% |
| YTD | -30.0% | +25.8% | -55.9% | -40.2% |
| 1Y | -18.3% | +32.4% | -50.7% | -32.8% |
| 3Y | -33.8% | +19.1% | -52.9% | -43.6% |
| All | -44.0% | +12.6% | -56.7% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling