+16.7%
BABA vs CPAY
+144.7%
-128.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -2.2% | -2.5% | +0.3% | -1.3% |
| 30D | -17.3% | +1.3% | -18.6% | -17.9% |
| 3M | -7.8% | +13.5% | -21.2% | -12.4% |
| 6M | -16.8% | +24.7% | -41.5% | -24.2% |
| YTD | -24.7% | +34.9% | -59.6% | -34.0% |
| 1Y | -24.9% | +29.7% | -54.6% | -33.5% |
| 3Y | +29.1% | +49.4% | -20.3% | +4.6% |
| 5Y | -30.5% | +53.5% | -84.0% | -45.3% |
| 10Y | +16.7% | +152.5% | -135.8% | -27.0% |
| All | +16.7% | +144.7% | -128.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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