+573.9%
CNP vs BIDU
+1,083.9%
-510.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.3% | -4.6% | +5.9% | +1.7% |
| 30D | +3.8% | -4.5% | +8.3% | +4.2% |
| 3M | +2.4% | -25.4% | +27.7% | +4.8% |
| 6M | -1.2% | -48.1% | +46.9% | +4.2% |
| YTD | +9.3% | -40.2% | +49.5% | +13.2% |
| 1Y | +6.4% | -35.2% | +41.7% | +9.3% |
| 3Y | +66.4% | -27.1% | +93.5% | +65.8% |
| 5Y | +75.7% | -54.2% | +129.9% | +77.1% |
| 10Y | +145.1% | -52.0% | +197.2% | +133.0% |
| All | +573.9% | +1,083.9% | -510.1% | +364.9% |
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