+33.7%
BABA vs COPX
+158.0%
-124.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | -4.8% | -4.0% | -0.8% | -3.0% |
| 30D | -11.9% | +4.5% | -16.4% | -14.1% |
| 3M | -9.3% | +0.8% | -10.1% | -10.8% |
| 6M | -14.2% | +3.2% | -17.4% | -17.5% |
| YTD | -22.0% | +26.7% | -48.7% | -34.4% |
| 1Y | -12.7% | +85.7% | -98.4% | -41.5% |
| All | +33.7% | +158.0% | -124.2% | -28.3% |
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