+19.3%
BABA vs COPX
+226.7%
-207.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.0% |
| 6M | -24.1% | -12.2% | -11.9% | -21.8% |
| YTD | -27.4% | +5.2% | -32.6% | -32.7% |
| 1Y | -36.1% | +27.0% | -63.0% | -46.0% |
| 3Y | +35.4% | +149.1% | -113.8% | -17.4% |
| 5Y | -30.1% | +132.1% | -162.2% | -55.9% |
| 10Y | +15.8% | +365.9% | -350.1% | -46.9% |
| All | +19.3% | +226.7% | -207.4% | -36.5% |
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