-29.9%
BABA vs CPAY
+56.4%
-86.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | -0.2% | +0.6% | -0.7% | -0.5% |
| 30D | -12.3% | +3.6% | -15.9% | -13.8% |
| 3M | -5.3% | +16.6% | -21.9% | -12.0% |
| 6M | -13.1% | +29.5% | -42.5% | -23.5% |
| YTD | -22.4% | +35.3% | -57.7% | -33.9% |
| 1Y | -19.5% | +30.6% | -50.1% | -30.6% |
| 3Y | +32.9% | +49.7% | -16.8% | -0.8% |
| 5Y | -29.9% | +54.4% | -84.3% | -51.8% |
| All | -29.9% | +56.4% | -86.3% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling