+57.9%
CNQ vs BIDU
-36.5%
+94.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -11.2% | +1.1% | -12.3% | -11.1% |
| 30D | +1.7% | -8.7% | +10.4% | +1.4% |
| 3M | +10.3% | -28.5% | +38.8% | +9.3% |
| 6M | +4.3% | -37.0% | +41.3% | +3.3% |
| YTD | +48.7% | -39.2% | +87.9% | +49.0% |
| 1Y | +57.9% | -35.6% | +93.5% | +58.7% |
| All | +57.9% | -36.5% | +94.4% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling