+297.7%
MET vs CPAY
+1,528.2%
-1,230.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.1% |
| 7D | +1.1% | +0.6% | +0.6% | +0.9% |
| 30D | -2.3% | +3.6% | -5.9% | -4.1% |
| 3M | +13.9% | +16.6% | -2.8% | +5.2% |
| 6M | +34.8% | +29.5% | +5.3% | +16.9% |
| YTD | +23.5% | +35.3% | -11.7% | +3.3% |
| 1Y | +23.4% | +30.6% | -7.2% | +4.2% |
| 3Y | +64.9% | +49.7% | +15.1% | +26.7% |
| 5Y | +82.0% | +54.4% | +27.6% | +33.1% |
| 10Y | +244.4% | +142.8% | +101.5% | +95.9% |
| All | +297.7% | +1,528.2% | -1,230.5% | -14.3% |
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