+28.2%
BABA vs CPAY
+186.2%
-158.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -4.8% | +2.1% | -6.8% | -5.5% |
| 30D | -11.9% | +5.5% | -17.4% | -13.9% |
| 3M | -9.3% | +16.6% | -25.8% | -14.8% |
| 6M | -14.2% | +26.7% | -40.9% | -22.5% |
| YTD | -22.0% | +38.4% | -60.4% | -32.5% |
| 1Y | -12.7% | +30.1% | -42.9% | -23.0% |
| 3Y | +26.7% | +52.6% | -25.9% | +1.5% |
| 5Y | -29.3% | +59.0% | -88.3% | -45.1% |
| 10Y | +21.2% | +148.4% | -127.1% | -25.4% |
| All | +28.2% | +186.2% | -158.0% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling