-33.8%
BIDU vs CPAY
+49.1%
-82.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -8.1% | -2.0% | -6.2% | -7.6% |
| 30D | -12.8% | -0.4% | -12.5% | -12.8% |
| 3M | -21.3% | +16.4% | -37.6% | -24.8% |
| 6M | -27.0% | +23.5% | -50.5% | -31.5% |
| YTD | -30.0% | +35.7% | -65.7% | -36.5% |
| 1Y | -18.3% | +30.2% | -48.4% | -25.1% |
| 3Y | -33.8% | +49.7% | -83.6% | -44.8% |
| All | -33.8% | +49.1% | -82.9% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling