+16.7%
BABA vs COPX
+606.7%
-590.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.4% |
| 7D | -2.2% | +6.0% | -8.1% | -5.0% |
| 30D | -17.3% | +6.4% | -23.8% | -20.3% |
| 3M | -7.8% | +19.3% | -27.0% | -17.3% |
| 6M | -16.8% | +16.2% | -33.0% | -25.2% |
| YTD | -24.7% | +33.2% | -57.8% | -38.1% |
| 1Y | -24.9% | +90.2% | -115.2% | -49.3% |
| 3Y | +29.1% | +175.7% | -146.6% | -29.9% |
| 5Y | -30.5% | +193.1% | -223.6% | -63.6% |
| 10Y | +16.7% | +619.4% | -602.7% | -59.2% |
| All | +16.7% | +606.7% | -590.0% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling