+53.1%
CNP vs BIDU
-32.1%
+85.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | +1.1% |
| 7D | +1.6% | -2.4% | +4.1% | +1.6% |
| 30D | -0.8% | -15.6% | +14.9% | -0.8% |
| 3M | -3.6% | -22.3% | +18.7% | -3.5% |
| 6M | -6.9% | -22.3% | +15.3% | -6.9% |
| YTD | +6.4% | -29.2% | +35.6% | +6.5% |
| 1Y | +9.9% | -14.8% | +24.8% | +9.3% |
| 3Y | +53.1% | -31.8% | +84.9% | +52.2% |
| All | +53.1% | -32.1% | +85.2% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling