+38.9%
CNH vs BIDU
-48.1%
+87.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +3.0% | -4.6% | +7.6% | +4.1% |
| 30D | -0.6% | -4.5% | +4.0% | +0.4% |
| 3M | +14.6% | -25.4% | +40.0% | +22.0% |
| 6M | +11.8% | -48.1% | +59.8% | +28.3% |
| YTD | +30.4% | -40.2% | +70.6% | +43.5% |
| 1Y | +19.1% | -35.2% | +54.3% | +28.2% |
| 3Y | +30.2% | -27.1% | +57.3% | +31.4% |
| 5Y | -17.8% | -54.2% | +36.4% | -13.2% |
| 10Y | +103.9% | -52.0% | +156.0% | +87.5% |
| All | +38.9% | -48.1% | +87.1% | +25.0% |
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