+27.5%
BABA vs COPX
+309.7%
-282.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -2.4% |
| 7D | -0.2% | +5.8% | -5.9% | -2.7% |
| 30D | -12.3% | +7.2% | -19.5% | -15.4% |
| 3M | -5.3% | +16.5% | -21.8% | -13.2% |
| 6M | -13.1% | +18.4% | -31.5% | -21.7% |
| YTD | -22.4% | +31.9% | -54.3% | -34.5% |
| 1Y | -19.5% | +88.5% | -108.0% | -42.8% |
| 3Y | +32.9% | +173.1% | -140.1% | -21.7% |
| 5Y | -29.9% | +193.1% | -223.0% | -60.0% |
| 10Y | +16.7% | +591.7% | -575.0% | -53.6% |
| All | +27.5% | +309.7% | -282.2% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling