-70.0%
CPNG vs BIDU
-65.1%
-4.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | -7.6% | -2.4% | -5.1% | -6.9% |
| 30D | -8.8% | -16.0% | +7.1% | -3.6% |
| 3M | -7.2% | -24.0% | +16.8% | +1.4% |
| 6M | -21.5% | -24.9% | +3.3% | -15.5% |
| YTD | -37.4% | -29.6% | -7.9% | -31.9% |
| 1Y | -54.3% | -15.2% | -39.2% | -54.9% |
| 3Y | -20.3% | -32.2% | +11.9% | -17.8% |
| 5Y | -51.2% | -43.8% | -7.4% | -50.2% |
| All | -70.0% | -65.1% | -4.9% | -67.2% |
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