+37.4%
CMI vs BIDU
-16.8%
+54.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -0.7% | -8.1% | +7.4% | +0.9% |
| 30D | -12.4% | -12.8% | +0.4% | -10.2% |
| 3M | -14.8% | -21.3% | +6.5% | -11.1% |
| 6M | +0.8% | -27.0% | +27.8% | +6.3% |
| YTD | +10.2% | -30.0% | +40.2% | +16.6% |
| 1Y | +37.4% | -18.3% | +55.7% | +45.2% |
| All | +37.4% | -16.8% | +54.3% | +45.2% |
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