+9.0%
CNQ vs BIDU
-27.0%
+36.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.5% |
| 7D | +0.1% | -8.1% | +8.2% | -0.8% |
| 30D | +6.2% | -12.8% | +19.0% | +4.9% |
| 3M | +12.4% | -21.3% | +33.6% | +9.6% |
| 6M | +9.0% | -27.0% | +36.0% | +7.0% |
| All | +9.0% | -27.0% | +36.0% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling