+61.8%
CVE vs BIDU
+87.8%
-25.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.3% |
| 7D | -16.1% | +7.2% | -23.3% | -17.6% |
| 30D | -10.4% | -4.0% | -6.4% | -9.7% |
| 3M | -2.4% | -25.1% | +22.7% | +3.8% |
| 6M | -4.4% | -41.8% | +37.3% | +7.2% |
| YTD | +64.9% | -37.3% | +102.3% | +79.2% |
| 1Y | +66.0% | -35.6% | +101.6% | +78.3% |
| 3Y | +57.7% | -24.5% | +82.1% | +55.6% |
| 5Y | +144.7% | -48.3% | +193.0% | +144.0% |
| 10Y | +139.2% | -51.2% | +190.4% | +116.4% |
| All | +61.8% | +87.8% | -25.9% | -4.8% |
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