+45.7%
CNH vs BIDU
-47.1%
+92.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.7% | -0.8% | +7.5% | +6.9% |
| 30D | +7.2% | -5.4% | +12.6% | +8.5% |
| 3M | +17.5% | -24.7% | +42.2% | +24.8% |
| 6M | +15.0% | -45.3% | +60.2% | +30.4% |
| YTD | +36.8% | -39.0% | +75.7% | +49.8% |
| 1Y | +27.6% | -39.6% | +67.2% | +39.6% |
| 3Y | +34.3% | -24.7% | +59.0% | +34.6% |
| 5Y | -12.2% | -52.3% | +40.1% | -8.2% |
| 10Y | +113.9% | -51.1% | +164.9% | +95.7% |
| All | +45.7% | -47.1% | +92.7% | +30.4% |
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