+140.6%
CNP vs BIDU
-51.7%
+192.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | 0.0% |
| 7D | +2.5% | -2.3% | +4.8% | +2.6% |
| 30D | +4.0% | -7.3% | +11.3% | +4.5% |
| 3M | +1.6% | -26.0% | +27.6% | +3.3% |
| 6M | -1.7% | -44.5% | +42.8% | +1.6% |
| YTD | +8.6% | -40.6% | +49.2% | +11.4% |
| 1Y | +5.8% | -39.8% | +45.6% | +8.3% |
| 3Y | +63.0% | -26.7% | +89.7% | +62.0% |
| 5Y | +74.7% | -54.5% | +129.1% | +76.7% |
| All | +140.6% | -51.7% | +192.2% | +104.4% |
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 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