+8.7%
CNH vs BIDU
-44.5%
+53.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.0% | +1.4% | -4.3% |
| 7D | +8.8% | -2.4% | +11.2% | +9.3% |
| 30D | +24.7% | -15.6% | +40.3% | +28.3% |
| 3M | +27.3% | -22.3% | +49.6% | +32.8% |
| 6M | +23.2% | -22.3% | +45.4% | +27.8% |
| YTD | +48.9% | -29.2% | +78.1% | +56.3% |
| 1Y | +19.4% | -14.8% | +34.2% | +19.7% |
| 3Y | +7.8% | -31.8% | +39.5% | +9.4% |
| 5Y | +8.7% | -43.1% | +51.8% | +12.9% |
| All | +8.7% | -44.5% | +53.2% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling