+570.8%
CNP vs BIDU
+1,108.5%
-537.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | +5.0% | -5.4% | +10.4% | +5.5% |
| 3M | +2.7% | -24.7% | +27.4% | +5.0% |
| 6M | -1.9% | -45.3% | +43.4% | +2.9% |
| YTD | +8.8% | -39.0% | +47.7% | +12.5% |
| 1Y | +5.6% | -39.6% | +45.2% | +9.2% |
| 3Y | +63.2% | -24.7% | +87.9% | +62.2% |
| 5Y | +73.8% | -52.3% | +126.1% | +74.5% |
| 10Y | +144.0% | -51.1% | +195.1% | +131.6% |
| All | +570.8% | +1,108.5% | -537.7% | +361.9% |
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