+35.4%
BABA vs COPX
+146.4%
-111.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.6% | -9.3% | -6.2% |
| 7D | +3.8% | +3.3% | +0.5% | +2.0% |
| 30D | -5.4% | -12.2% | +6.9% | -0.2% |
| 3M | -17.9% | -14.5% | -3.4% | -13.1% |
| 6M | -24.1% | -12.2% | -11.9% | -21.7% |
| YTD | -27.4% | +5.2% | -32.6% | -34.3% |
| 1Y | -36.1% | +27.0% | -63.0% | -48.5% |
| 3Y | +35.4% | +149.1% | -113.8% | -27.7% |
| All | +35.4% | +146.4% | -111.1% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling