+139.9%
CNP vs BIDU
-50.6%
+190.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.7% | -2.4% | +3.1% | +0.8% |
| 30D | -0.1% | -16.0% | +15.9% | +0.9% |
| 3M | -5.6% | -24.0% | +18.4% | -4.2% |
| 6M | -7.5% | -24.9% | +17.4% | -6.3% |
| YTD | +5.5% | -29.6% | +35.1% | +7.1% |
| 1Y | +8.3% | -15.2% | +23.5% | +8.1% |
| 3Y | +51.8% | -32.2% | +83.9% | +52.4% |
| 5Y | +69.9% | -43.8% | +113.6% | +68.9% |
| 10Y | +139.9% | -49.5% | +189.4% | +101.8% |
| All | +139.9% | -50.6% | +190.6% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling