+11.7%
CMI vs BIDU
-34.6%
+46.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.5% | -10.3% | -6.8% |
| 7D | -11.2% | +1.2% | -12.4% | -11.5% |
| 30D | -9.8% | -7.5% | -2.3% | -8.2% |
| 3M | -25.5% | -28.6% | +3.0% | -19.7% |
| 6M | -27.7% | -36.9% | +9.2% | -19.9% |
| YTD | -6.6% | -38.4% | +31.8% | +2.8% |
| 1Y | +11.7% | -35.7% | +47.3% | +21.7% |
| All | +11.7% | -34.6% | +46.3% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling