+167.6%
COPX vs BIDU
-45.6%
+213.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.6% | -5.4% | -6.5% |
| 7D | -2.9% | -5.2% | +2.3% | -1.5% |
| 30D | 0.0% | -14.5% | +14.5% | +4.5% |
| 3M | +14.8% | -22.9% | +37.7% | +23.3% |
| 6M | +7.0% | -27.8% | +34.9% | +17.3% |
| YTD | +23.8% | -30.7% | +54.5% | +36.6% |
| 1Y | +75.7% | -15.8% | +91.5% | +80.3% |
| 3Y | +156.4% | -33.2% | +189.6% | +171.9% |
| 5Y | +167.6% | -44.8% | +212.4% | +181.4% |
| All | +167.6% | -45.6% | +213.2% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling