+71.5%
COPX vs BIDU
-16.8%
+88.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -2.3% | -8.1% | +5.8% | 0.0% |
| 30D | +0.3% | -12.8% | +13.1% | +4.0% |
| 3M | +6.8% | -21.3% | +28.1% | +14.1% |
| 6M | +7.9% | -27.0% | +34.9% | +18.0% |
| YTD | +23.7% | -30.0% | +53.8% | +36.5% |
| 1Y | +71.5% | -18.3% | +89.8% | +88.2% |
| All | +71.5% | -16.8% | +88.4% | +88.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling