+41.9%
CMI vs BIDU
+1.5%
+40.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.3% | +2.0% |
| 7D | -0.7% | +2.4% | -3.1% | -1.2% |
| 30D | -13.4% | -10.5% | -3.0% | -11.8% |
| 3M | -17.0% | -26.2% | +9.2% | -12.2% |
| 6M | -1.6% | -16.4% | +14.8% | +1.2% |
| YTD | +11.0% | -23.9% | +34.9% | +15.5% |
| 1Y | +41.9% | +1.3% | +40.6% | +52.5% |
| All | +41.9% | +1.5% | +40.4% | +52.5% |
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