+549.0%
CNP vs BIDU
+1,407.1%
-858.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.8% | -1.1% |
| 7D | +1.1% | +2.4% | -1.3% | +0.9% |
| 30D | -1.8% | -10.5% | +8.6% | -1.0% |
| 3M | -4.6% | -26.2% | +21.6% | -2.4% |
| 6M | -8.8% | -16.4% | +7.6% | -8.0% |
| YTD | +5.2% | -23.9% | +29.1% | +6.8% |
| 1Y | +8.3% | +1.3% | +7.0% | +6.5% |
| 3Y | +54.9% | -32.1% | +87.0% | +55.9% |
| 5Y | +73.5% | -39.0% | +112.5% | +70.2% |
| 10Y | +139.1% | -44.0% | +183.2% | +124.8% |
| All | +549.0% | +1,407.1% | -858.1% | +338.9% |
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