+754.1%
CNC vs BIDU
+1,294.4%
-540.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -4.9% | -2.4% | -2.4% | -4.6% |
| 30D | -3.8% | -16.0% | +12.2% | -1.9% |
| 3M | -3.2% | -24.0% | +20.8% | -0.3% |
| 6M | +47.9% | -24.9% | +72.7% | +51.7% |
| YTD | +55.7% | -29.6% | +85.2% | +60.4% |
| 1Y | +106.2% | -15.2% | +121.4% | +106.5% |
| 3Y | -2.1% | -32.2% | +30.1% | -1.1% |
| 5Y | +3.4% | -43.8% | +47.2% | +2.0% |
| 10Y | +91.7% | -49.5% | +141.1% | +80.2% |
| All | +754.1% | +1,294.4% | -540.3% | +472.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling