+190.5%
COPX vs BIDU
+60.2%
+130.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -2.1% |
| 7D | -4.0% | +2.4% | -6.4% | -4.8% |
| 30D | +4.5% | -10.5% | +15.0% | +8.4% |
| 3M | +0.8% | -26.2% | +27.0% | +11.6% |
| 6M | +3.2% | -16.4% | +19.6% | +8.8% |
| YTD | +26.7% | -23.9% | +50.6% | +37.2% |
| 1Y | +85.7% | +1.3% | +84.4% | +78.4% |
| 3Y | +151.2% | -32.1% | +183.3% | +169.3% |
| 5Y | +170.0% | -39.0% | +209.0% | +172.4% |
| 10Y | +572.9% | -44.0% | +617.0% | +518.7% |
| All | +190.5% | +60.2% | +130.3% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling