+565.2%
COPX vs BIDU
-48.7%
+613.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -2.3% | -8.1% | +5.8% | +0.3% |
| 30D | +0.3% | -12.8% | +13.1% | +4.5% |
| 3M | +6.8% | -21.3% | +28.1% | +14.7% |
| 6M | +7.9% | -27.0% | +34.9% | +18.7% |
| YTD | +23.7% | -30.0% | +53.8% | +37.2% |
| 1Y | +71.5% | -18.3% | +89.8% | +77.8% |
| 3Y | +149.1% | -33.8% | +182.9% | +167.8% |
| 5Y | +167.3% | -44.3% | +211.6% | +180.0% |
| All | +565.2% | -48.7% | +613.9% | +518.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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