+43.6%
CVE vs BIDU
-17.1%
+60.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -0.9% |
| 7D | +2.5% | +2.4% | +0.1% | +2.8% |
| 30D | +16.7% | -10.5% | +27.2% | +15.7% |
| 3M | +9.3% | -26.2% | +35.5% | +5.4% |
| 6M | +43.6% | -16.4% | +60.0% | +45.2% |
| All | +43.6% | -17.1% | +60.7% | +45.2% |
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 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