+153.3%
CMI vs BIDU
-34.3%
+187.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | -0.7% | -8.1% | +7.4% | +0.8% |
| 30D | -12.4% | -12.8% | +0.4% | -10.3% |
| 3M | -14.8% | -21.3% | +6.5% | -11.3% |
| 6M | +0.8% | -27.0% | +27.8% | +6.1% |
| YTD | +10.2% | -30.0% | +40.2% | +16.4% |
| 1Y | +37.4% | -18.3% | +55.7% | +40.2% |
| 3Y | +153.3% | -33.8% | +187.1% | +156.4% |
| All | +153.3% | -34.3% | +187.6% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling