+14.9%
BABA vs CPAY
+217.5%
-202.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -3.6% | +10.4% | -13.9% | -7.1% |
| 30D | -8.4% | +16.2% | -24.5% | -13.4% |
| 3M | -20.6% | +13.7% | -34.3% | -24.6% |
| 6M | -25.4% | +35.2% | -60.6% | -34.0% |
| YTD | -30.1% | +53.5% | -83.6% | -41.9% |
| 1Y | -36.3% | +58.9% | -95.2% | -47.9% |
| 3Y | +30.4% | +99.8% | -69.4% | -6.2% |
| 5Y | -35.7% | +93.3% | -129.0% | -53.4% |
| 10Y | +16.0% | +221.5% | -205.5% | -35.5% |
| All | +14.9% | +217.5% | -202.6% | -38.2% |
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