+16.0%
BABA vs COPX
+322.8%
-306.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.5% |
| 7D | -3.6% | -1.5% | -2.1% | -3.2% |
| 30D | -8.4% | -14.0% | +5.6% | -1.8% |
| 3M | -20.6% | -17.1% | -3.5% | -14.0% |
| 6M | -25.4% | -15.9% | -9.5% | -21.3% |
| YTD | -30.1% | +2.6% | -32.7% | -35.3% |
| 1Y | -36.3% | +21.6% | -57.9% | -46.5% |
| 3Y | +30.4% | +142.7% | -112.3% | -25.9% |
| 5Y | -35.7% | +122.2% | -158.0% | -61.9% |
| 10Y | +16.0% | +338.8% | -322.7% | -51.1% |
| All | +16.0% | +322.8% | -306.8% | -51.1% |
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